Optimal change-point detection and localization

DOI10.1214/23-aos2297arXiv2010.11470OpenAlexW3094239884MaRDI QIDQ6183751

Patricia Reynaud-Bouret, Matthieu Lerasle, Magalie Fromont, Nicolas Verzelen

Publication date: 4 January 2024

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2010.11470

zbMATH Keywords

minimaxCUSUMlocalizationdetectionchange-point analyses

Mathematics Subject Classification ID

Minimax procedures in statistical decision theory (62C20)

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