Estimating the locations and number of change points by the sample-splitting method (Q5928227): Difference between revisions

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Latest revision as of 14:51, 3 June 2024

scientific article; zbMATH DE number 1582210
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English
Estimating the locations and number of change points by the sample-splitting method
scientific article; zbMATH DE number 1582210

    Statements

    Estimating the locations and number of change points by the sample-splitting method (English)
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    19 July 2001
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    multiple structural changes
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    change-point estimator
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    Brownian motion
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    Bessel process
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