Optimal change point detection in Gaussian processes

Author:

Keshavarz HosseinORCID,Scott Clayton,Nguyen XuanLong

Funder

National Science Foundation (NSF)

NSF

NSF CAREER

Publisher

Elsevier BV

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Reference51 articles.

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2. On combinatorial testing problems;Addario-Berry;Ann. Statist.,2010

3. On the consistent separation of scale and variance for Gaussian random fields;Anderes;Ann. Statist.,2010

4. Effect of dependence on statistics for determination of change;Antoch;J. Statist. Plann. Inference,1997

5. Detection of an anomalous cluster in a network;Arias-Castro;Ann. Statist.,2011

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