A MOSUM procedure for the estimation of multiple random change points (Q92616): Difference between revisions
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| Property / DOI: 10.3150/16-BEJ887 / rank | |||||||||||||||
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21 September 2017
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| Property / publication date: 21 September 2017 / rank | |||||||||||||||
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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) | |||||||||||||||
| Property / title: A MOSUM procedure for the estimation of multiple random change points (English) / rank | |||||||||||||||
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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 | |||||||||||||||
| Property / zbMATH Keywords: binary segmentation / rank | |||||||||||||||
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change point | |||||||||||||||
| Property / zbMATH Keywords: change point / rank | |||||||||||||||
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hidden Markov model | |||||||||||||||
| Property / zbMATH Keywords: hidden Markov model / rank | |||||||||||||||
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moving sum statistics | |||||||||||||||
| Property / zbMATH Keywords: moving sum statistics / rank | |||||||||||||||
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regime switching model | |||||||||||||||
| Property / zbMATH Keywords: regime switching model / rank | |||||||||||||||
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Revision as of 03:59, 4 August 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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