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 / 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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A MOSUM procedure for the estimation of multiple random change points
scientific article

    Statements

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    24
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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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