Using Chernoff’s Bounding Method for High-Performance Structural Break Detection and Forecast Error Reduction (Q5245440)
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scientific article; zbMATH DE number 6423484
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Using Chernoff’s Bounding Method for High-Performance Structural Break Detection and Forecast Error Reduction |
scientific article; zbMATH DE number 6423484 |
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Using Chernoff’s Bounding Method for High-Performance Structural Break Detection and Forecast Error Reduction (English)
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8 April 2015
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change-point detection
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hypothesis testing
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Chernoff inequality
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binomial distribution
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additive changes
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nonadditive changes
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multiple structural break detection
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