On change point detection and estimation

被引：67

作者：

Chen, J

Gupta, AK

机构：

[1] Univ Missouri, Dept Math & Stat, Kansas City, MO 64110 USA

[2] Bowling Green State Univ, Dept Math & Stat, Bowling Green, OH 43403 USA

来源：

COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION | 2001年 / 30卷 / 03期

关键词：

change point; Bayes solution; likelihood-ratio procedure; information criterion; model selection; CUSUM; wavelet transformation;

D O I：

10.1081/SAC-100105085

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 [统计学]; 070103 [概率论与数理统计]; 0714 [统计学];

摘要：

[No abstract available]

引用

页码：665 / 697

页数：33

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