Detecting a change in regression: First-order optimality

Annals of Statistics

Volumn 27, Issue 6, 1999, Pages 1896-1913

  Yakir, Benjamin ^a   Krieger, Abba M ^b   Pollak, Moshe ^a  

^a HEBREW UNIVERSITY OF JERUSALEM   (Israel)

^b UNIVERSITY OF PENNSYLVANIA   (United States)

Author keywords

Change point detection; Information bound; Regression; Stopping rules

Indexed keywords

EID: 0033473629     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/aos/1017939243     Document Type: Article

References (11)

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