Adaptive quantile computation for Brownian bridge in change-point analysis

Jürgen Franke 0002, Mario Hefter, André Herzwurm, Klaus Ritter 0001, Stefanie Schwaar. Adaptive quantile computation for Brownian bridge in change-point analysis. Computational Statistics & Data Analysis, 167:107375, 2022. [doi]

@article{FrankeHHRS22,
  title = {Adaptive quantile computation for Brownian bridge in change-point analysis},
  author = {Jürgen Franke 0002 and Mario Hefter and André Herzwurm and Klaus Ritter 0001 and Stefanie Schwaar},
  year = {2022},
  doi = {10.1016/j.csda.2021.107375},
  url = {https://doi.org/10.1016/j.csda.2021.107375},
  researchr = {https://researchr.org/publication/FrankeHHRS22},
  cites = {0},
  citedby = {0},
  journal = {Computational Statistics & Data Analysis},
  volume = {167},
  pages = {107375},
}