Optimal multiple change-point detection for high-dimensional data

DOI10.1214/23-ejs2126arXiv2011.07818OpenAlexW3098014227MaRDI QIDQ6158217

Nicolas Verzelen, Alexandra Carpentier, Emmanuel Pilliat

Publication date: 31 May 2023

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

Full work available at URL: https://arxiv.org/abs/2011.07818

zbMATH Keywords

Gaussian noisemultivariate time seriesminimax rate

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites Work

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