A MOSUM procedure for the estimation of multiple random change points (Q92616)
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scientific article; zbMATH DE number 6778339
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A MOSUM procedure for the estimation of multiple random change points |
scientific article; zbMATH DE number 6778339 |
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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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0.91501695
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0.9059434
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0.89703715
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0.89488375
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0.8920777
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0.8915806
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Claudia Kirch
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Birte Eichinger
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