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Real time change-point detection in a model by adaptive LASSO and CUSUM - MaRDI portal

Real time change-point detection in a model by adaptive LASSO and CUSUM (Q2803790)

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scientific article; zbMATH DE number 6576363
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English
Real time change-point detection in a model by adaptive LASSO and CUSUM
scientific article; zbMATH DE number 6576363

    Statements

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    2 May 2016
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    sequential test
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    adaptive LASSO
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    CUSUM
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    asymptotic behaviour
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    Real time change-point detection in a model by adaptive LASSO and CUSUM (English)
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    Identifiers

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