Online multivariate changepoint detection with type I error control and constant time/memory updates per series
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Publication:2070620
DOI10.1016/j.spl.2021.109258zbMath1478.62255OpenAlexW3202752083MaRDI QIDQ2070620
Publication date: 24 January 2022
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2021.109258
Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Sequential statistical analysis (62L10) Paired and multiple comparisons; multiple testing (62J15)
Uses Software
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