Online multivariate changepoint detection with type I error control and constant time/memory updates per series
type: Item
instance of: scholarly article
title: Online multivariate changepoint detection with type I error control and constant time/memory updates per series
zbMATH Open document ID: 1478.62255
author: Georg Hahn
published in: Statistics \& Probability Letters
publication date: 2022-01-24T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62L10
Mathematics Subject Classification ID: 62G10
Mathematics Subject Classification ID: 62J15
Mathematics Subject Classification ID: 62P10
zbMATH DE Number: 7462379
zbMATH Keywords: constant time update
zbMATH Keywords: multiple testing
zbMATH Keywords: multivariate changepoint detection
describes a project that uses: ocd
describes a project that uses: fastOnlineCpt
describes a project that uses: InspectChangepoint
describes a project that uses: Surveillance
describes a project that uses: BayesProject
describes a project that uses: MMCTest
MaRDI profile type: Publication
full work available at URL: j.spl.2021.109258
OpenAlex ID: W3202752083
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DOI: 10.1016/J.SPL.2021.109258
description: scientific article; zbMATH DE number 7462379