Detection and estimation of multiple transient changes

DOI10.1080/02664763.2023.2174257arXiv2112.06308OpenAlexW4324049780MaRDI QIDQ6063300

Sergey V. Malov, Michael Baron

Publication date: 7 November 2023

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

Full work available at URL: https://arxiv.org/abs/2112.06308

zbMATH Keywords

change-point problemmaximum likelihood estimateCUSUM processfalse alarmtransient changes

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites Work

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