Estimating the Locations of Multiple Change Points in the Mean

被引：0
|
作者：
Joe H. Sullivan
机构：
[1] Mississippi State University,
[2] MSU,undefined
来源：
Computational Statistics | 2002年 / 17卷
关键词：
Schwarz Information Criterion;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
Detecting and estimating the number and locations of multiple change points is difficult. Sometimes a single-change method can locate multiple shifts by recursively dividing the data at the most likely location of a single shift. However, a single-change method may not detect the presence of multiple changes and may not accurately estimate a division point when multiple changes are present.
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页码：289 / 296
页数：7
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