Bootstrap confidence intervals for multiple change points based on moving sum procedures.

Haeran Cho Claudia Kirch

Published in: Comput. Stat. Data Anal. (2022)

Keyphrases

confidence intervals
sample size
markov chain
stochastic systems
test set
hypothesis testing
roc curve
monte carlo
limit theorems
variance reduction
conditional probabilities
learning algorithm
data points
bayesian networks
state space
decision trees
search engine
data mining
data sets