Multiscale change point detection for dependent data

DOI10.1111/sjos.12465zbMath1467.62064arXiv1811.05956OpenAlexW3025579819MaRDI QIDQ4994796

Theresa Eckle, Mathias Vetter, Dette, Holger

Publication date: 22 June 2021

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1811.05956

zbMATH Keywords

multiscale methodschange point detectionphysical-dependent processes

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Signal detection and filtering (aspects of stochastic processes) (60G35)

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