Detecting changes of mean in multidimensional normal sequences with applications to literature and geology

MaRDI QIDQ1815665zbMATH OpenFDO

Authors Jie Chen, Arjun K. Gupta

Publication date 13 May 1997

Published in Computational Statistics (Search for Journal in Brave)

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Probabilistic methods, stochastic differential equations (65C99) Applications of statistics (62P99)

Cited in

(6)

• Change points with linear trend for the exponential distribution
• A semiparametric approach to the detection of change-points in volatility dynamics of financial data
• Linking Frequentist and Bayesian Change-Point Methods
• Confidence distributions for skew normal change-point model based on modified information criterion
• Change point analysis of a Gaussian model
• Change-point problems: bibliography and review

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