Adaptive parametric change point inference under covariance structure changes (Q6581302)
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scientific article; zbMATH DE number 7889344
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adaptive parametric change point inference under covariance structure changes |
scientific article; zbMATH DE number 7889344 |
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Adaptive parametric change point inference under covariance structure changes (English)
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30 July 2024
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Brownian motion
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change point
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covariance structure
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maximum likelihood estimator
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random walk
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