Long signal change-point detection
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Publication:309564
DOI10.1214/16-EJS1164zbMath1397.62296arXiv1504.01702OpenAlexW2963228200MaRDI QIDQ309564
Kevin Bleakley, David M. Mason, Gérard Biau
Publication date: 7 September 2016
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1504.01702
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric tests (62F05)
Related Items (2)
Change-point detection in high-dimensional covariance structure ⋮ A Kernel Multiple Change-point Algorithm via Model Selection
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Cites Work
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