A constant-per-iteration likelihood ratio test for online changepoint detection for exponential family models
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Publication:6547774
DOI10.1007/s11222-024-10416-6zbMATH Open1539.62036MaRDI QIDQ6547774
Idris A. Eckley, Gaetano Romano, Paul Fearnhead, Kes Ward
Publication date: 31 May 2024
Published in: Statistics and Computing (Search for Journal in Brave)
Computational methods for problems pertaining to statistics (62-08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Sequential statistical analysis (62L10)
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