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A likelihood ratio approach to sequential change point detection for a
  general class of parameters
v1v2 (latest)

A likelihood ratio approach to sequential change point detection for a general class of parameters

21 February 2018
Holger Dette
Josua Gösmann
ArXiv (abs)PDFHTML

Papers citing "A likelihood ratio approach to sequential change point detection for a general class of parameters"

2 / 2 papers shown
Title
Uniform change point tests in high dimension
Uniform change point tests in high dimension
M. Jirak
52
132
0
17 Nov 2015
Break detection in the covariance structure of multivariate time series
  models
Break detection in the covariance structure of multivariate time series models
Alexander Aue
Siegfried Hormann
Lajos Horváth
M. Reimherr
227
364
0
19 Nov 2009
1