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Volumn 22, Issue 5, 1996, Pages 481-504

Finding multiple abrupt change points

Author keywords

Change points; Computer intensive methods; Hypothesis testing; Non parametric tests

Indexed keywords

COMPUTATIONAL COMPLEXITY; MATHEMATICAL MODELS; PROBLEM SOLVING; STATISTICAL TESTS;

EID: 0030235911     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/0167-9473(96)00007-2     Document Type: Article
Times cited : (22)

References (11)
  • 1
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    • Procedures for the detection of multiple changes in series of independent observations
    • Physica-Verlag, Wurzburg
    • Antoch, J. and M. Hušková, Procedures for the detection of multiple changes in series of independent observations, Proc. 5th Prague Symp. on Asymptotic Statistics (Physica-Verlag, Wurzburg 1994) 3-20.
    • (1994) Proc. 5th Prague Symp. on Asymptotic Statistics , pp. 3-20
    • Antoch, J.1    Hušková, M.2
  • 3
    • 38149147784 scopus 로고
    • Testing for change points with rank and sign statistics
    • Gombay, E., Testing for change points with rank and sign statistics, Statist. Probab. Lett., 20 (1994) 49-55.
    • (1994) Statist. Probab. Lett. , vol.20 , pp. 49-55
    • Gombay, E.1
  • 4
    • 33749850816 scopus 로고
    • Testing for the number of change points in a sequence of exponential random variables
    • Haccou, P. and E. Meelis, Testing for the number of change points in a sequence of exponential random variables, J. Statist. Comput. Simul., 30 (1988) 285-298.
    • (1988) J. Statist. Comput. Simul. , vol.30 , pp. 285-298
    • Haccou, P.1    Meelis, E.2
  • 5
    • 0000346758 scopus 로고
    • Miscellaneous procedures connected with the change point problem
    • Physica-Verlag, Wurzburg
    • Hušková, M., Miscellaneous procedures connected with the change point problem, in: Compstat 1994: Proc. Computational Statistics (Physica-Verlag, Wurzburg, 1994) 443-457.
    • (1994) Compstat 1994: Proc. Computational Statistics , pp. 443-457
    • Hušková, M.1
  • 6
    • 0012871184 scopus 로고
    • Nonparametric tests for shift and change in regression at unknown time points
    • P. Hachl (Ed.) Springer, Berlin
    • Hušková, M. and P.K. Sen, Nonparametric tests for shift and change in regression at unknown time points, in: P. Hachl (Ed.) Statistical analysis and forecasting of economic structural change (Springer, Berlin, 1989) 71-85.
    • (1989) Statistical Analysis and Forecasting of Economic Structural Change , pp. 71-85
    • Hušková, M.1    Sen, P.K.2
  • 7
    • 0001009464 scopus 로고
    • Rank tests for the change point problem
    • Lombard, F., Rank tests for the change point problem, Biometrika, 74 (1987) 615-625.
    • (1987) Biometrika , vol.74 , pp. 615-625
    • Lombard, F.1
  • 8
    • 0024062276 scopus 로고
    • Detecting change points by Fourier analysis
    • Lombard, F., Detecting change points by Fourier analysis, Technometrics, 30 (1988) 305-310.
    • (1988) Technometrics , vol.30 , pp. 305-310
    • Lombard, F.1
  • 9
    • 84984427117 scopus 로고
    • A search for the source of the Nile's change points
    • MacNeill, I.B., S.M. Tang and V.K. Jandhyala, A search for the source of the Nile's change points, Environmetrics, 2 (1991) 341-375.
    • (1991) Environmetrics , vol.2 , pp. 341-375
    • MacNeill, I.B.1    Tang, S.M.2    Jandhyala, V.K.3
  • 10
    • 0002418920 scopus 로고
    • Non-parametric testing for the number of change points in a sequence of independent random variables
    • Meelis, E., M. Bressers and P. Haccou, Non-parametric testing for the number of change points in a sequence of independent random variables, J. Statist. Comput. Simul., 39 (1991) 129-137.
    • (1991) J. Statist. Comput. Simul. , vol.39 , pp. 129-137
    • Meelis, E.1    Bressers, M.2    Haccou, P.3
  • 11
    • 33847378251 scopus 로고
    • Estimating the number of change-points via Schwarz' criterion
    • Yao, Y-C., Estimating the number of change-points via Schwarz' criterion, Statist. Probab. Lett., 6 (1988) 181-189.
    • (1988) Statist. Probab. Lett. , vol.6 , pp. 181-189
    • Yao, Y.-C.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.