M. Malyutov

Letter to the Editors: Statistical Simulation of Change Point detection

My paper IP, 19:1 2019 contained the penultimate version of Appendix 2, Statistical simulation of Change Point detection,  instead of the last version of Appendix 2 submitted on December 13,  2018. Below is the version of December 13 extended with the case of estimating parameters of the same SCOT emissions model.


KEYWORDS: Change Point detection online and offline, quadratic risk