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Volumn 29, Issue 2, 1997, Pages 109-130

Estimators for the time of change in linear models

Author keywords

Change point; Likelihood method; Wiener process

Indexed keywords


EID: 0031477152     PISSN: 02331888     EISSN: None     Source Type: Journal    
DOI: 10.1080/02331889708802578     Document Type: Article
Times cited : (16)

References (16)
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  • 3
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    • Change-point estimators in case of small disorders
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    • Ferger, D.1
  • 4
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    • Nonparametric detection of changepoints for sequentially observed data
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    • Ferger, D.1
  • 6
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    • Limit theorems for change in linear regression
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    • Gombay, E.1    Horváth, L.2
  • 7
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    • Approximations for the time of change and the power function in change-point models
    • Gombay, E. and Horváth, L. (1996). Approximations for the time of change and the power function in change-point models. J. Stat. Plan. Inf., 52, 43-66.
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    • Gombay, E.1    Horváth, L.2
  • 8
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    • Detecting changes in linear regressions
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    • Horváth, L.1
  • 9
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    • Limit theorems for the union-intersection test
    • Horváth, L. and Shao, Q.-M. (1995). Limit theorems for the union-intersection test. J. Stat. Plan. Inf., 44, 133-148.
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    • Horváth, L.1    Shao, Q.-M.2
  • 10
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    • Estimation of a change in linear models
    • Hušková, M. (1996). Estimation of a change in linear models. Stat. Prob Letters, 26, 13-24.
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    • Hušková, M.1
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  • 12
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    • The estimation of the parameters of a linear regression system obeying two separate regimes
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  • 13
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    • The joint density of maximum and its location for a Wiener process with drift
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    • Yao, Y.C.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.