A MOSUM procedure for the estimation of multiple random change points (Q92616): Difference between revisions
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21 September 2017
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Property / author: Birte Eichinger / rank | |||||||||||||||
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Property / author: Claudia Kirch / rank | |||||||||||||||
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A MOSUM procedure for the estimation of multiple random change points (English) | |||||||||||||||
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Property / zbMATH Open document ID: 1388.62251 / rank | |||||||||||||||
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Property / full work available at URL: https://projecteuclid.org/euclid.bj/1501142454 / rank | |||||||||||||||
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Property / Mathematics Subject Classification ID: 62M10 / rank | |||||||||||||||
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Property / Mathematics Subject Classification ID: 62M05 / rank | |||||||||||||||
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Property / Mathematics Subject Classification ID: 62M07 / rank | |||||||||||||||
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Property / Mathematics Subject Classification ID: 62M09 / rank | |||||||||||||||
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Property / zbMATH DE Number: 6778339 / rank | |||||||||||||||
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binary segmentation | |||||||||||||||
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change point | |||||||||||||||
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hidden Markov model | |||||||||||||||
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moving sum statistics | |||||||||||||||
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regime switching model | |||||||||||||||
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Latest revision as of 07:03, 5 March 2024
scientific article
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English | A MOSUM procedure for the estimation of multiple random change points |
scientific article |
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1 February 2018
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21 September 2017
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A MOSUM procedure for the estimation of multiple random change points (English)
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binary segmentation
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change point
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hidden Markov model
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moving sum statistics
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regime switching model
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