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Multiscale Change Point Detection - MaRDI portal

Multiscale Change Point Detection (Q4602302)

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scientific article; zbMATH DE number 6823442
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English
Multiscale Change Point Detection
scientific article; zbMATH DE number 6823442

    Statements

    title
    Multiscale Change Point Detection (English)
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    author
    Alexandra Suvorikova
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    Vladimir Spokoiny
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    publication date
    9 January 2018
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    zbMATH Keywords
    multiscale change point detection
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    multiplier bootstrap
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    scrolling window
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    likelihood ratio test
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    Identifiers

    Mathematics Subject Classification ID
    62F10
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    62F03
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    62F40
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    zbMATH DE Number
    6823442
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    OpenAlex ID
    W2777073716
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