A MOSUM procedure for the estimation of multiple random change points (Q92616): Difference between revisions
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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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