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Model selection by LASSO methods in a change-point model
change-points selection criterion asymptotic behavior
2011/7/19
The paper considers a linear regression model with multiple change-points occurring at unknown times.
Optimal sequential change-detection for fractional stochastic differential equations
优化序贯Optimal sequential change-detection fractional stochastic differential equations
2011/3/18
The sequential detection of an abrupt and persistent change in the dynamics of an arbitrary continuous-path stochastic process is considered; the optimality of the cumulative sums (CUSUM) test is esta...