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Inference for single and multiple change-points in time series - MaRDI portal

Inference for single and multiple change-points in time series (Q2864620)

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scientific article; zbMATH DE number 6232522
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English
Inference for single and multiple change-points in time series
scientific article; zbMATH DE number 6232522

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    Inference for single and multiple change-points in time series (English)
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    26 November 2013
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    Bayes-type detection
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    likelihood ratio statistic
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    LASSO
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    maximum likelihood estimation
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    minimum description length
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    nonparametric method
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    quasi-likelihood
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