Multiscale change point detection via gradual bandwidth adjustment in moving sum processes
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Publication:2683184
DOI10.1214/22-EJS2101OpenAlexW3134986835MaRDI QIDQ2683184
Tijana Levajković, Michael Messer
Publication date: 3 February 2023
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2103.01060
Asymptotic properties of nonparametric inference (62G20) Inference from stochastic processes (62M99)
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