Inference for Multiple Change Points in Time Series via Likelihood Ratio Scan Statistics (Q5378375)
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scientific article; zbMATH DE number 7065241
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inference for Multiple Change Points in Time Series via Likelihood Ratio Scan Statistics |
scientific article; zbMATH DE number 7065241 |
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Inference for Multiple Change Points in Time Series via Likelihood Ratio Scan Statistics (English)
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12 June 2019
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change point detection
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confidence interval
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likelihood ratio
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piecewise stationary time series
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