Fitting multiple change-point models to data

Computational Statistics and Data Analysis

Volumn 37, Issue 3, 2001, Pages 323-341

  Hawkins, Douglas M ^a  

^a UNIVERSITY OF MINNESOTA   (United States)

Author keywords

Quality improvement; Regression trees; Segmented regressions; Time series

Indexed keywords

ALGORITHMS; MAXIMUM LIKELIHOOD ESTIMATION; POISSON DISTRIBUTION; STATISTICAL METHODS;

STATISTICAL DISTRIBUTIONS;

DATA REDUCTION;

NUMERICAL METHOD;

EID: 0035964980     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-9473(00)00068-2     Document Type: Article

References (19)

1. Curve fitting by segmented straight lines
2. Some aspects of change-point analysis
3. Testing and locating variance change-points with applications to stock prices
4. Multiple-changepoint testing for an alternating segments model of a binary sequence
5. Zonation of sequences of heteroscedastic multivariate data
6. On the choice of segments in piecewise approximation
7. Point estimation of the parameters of a piecewise regression model
8. Testing a sequence of observations for a shift in location
9. Optimal zonation of digitized sequential data
10. Segmentation of discrete sequences of geologic data
11. Inference about the change-point in a sequence of random variables
12. Detecting shifts of parameter in gamma sequences with applications to stock price and air traffic flow analyses
13. Statistical quality control of routine underground sampling
14. Finding multiple abrupt change points
15. Confidence regions and tests for a change-point in a sequence of exponential family random variables
16. Approximating the distribution of the maximum likelihood estimate of the change-point in a sequence of independent random variables