Estimating the locations and number of change points by the sample-splitting method (Q5928227)
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scientific article; zbMATH DE number 1582210
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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