Inference for a mean-reverting stochastic process with multiple change points (Q2396344)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inference for a mean-reverting stochastic process with multiple change points |
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Inference for a mean-reverting stochastic process with multiple change points (English)
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8 June 2017
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Ornstein-Uhlenbeck process
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sequential analysis
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least sum of squared errors
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maximum likelihood
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consistent estimator
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segment neighbourhood search method
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PELT algorithm
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