Multiscale Change Point Detection

DOI10.1137/S0040585X97T988411zbMath1380.62099OpenAlexW2777073716MaRDI QIDQ4602302

Alexandra Suvorikova, Vladimir Spokoiny

Publication date: 9 January 2018

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97t988411

zbMATH Keywords

likelihood ratio testmultiplier bootstrapmultiscale change point detectionscrolling window

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Point estimation (62F10) Bootstrap, jackknife and other resampling methods (62F40)

Cites Work

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• Multiscale Change Point Inference
• The Large-Sample Distribution of the Likelihood Ratio for Testing Composite Hypotheses