Detection of multiple changes in a sequence of dependent variables

Stochastic Processes and their Applications

Volumn 83, Issue 1, 1999, Pages 79-102

  Lavielle, Marc ^a,b  

^a UNIVERSITÉ PARIS DESCARTES   (France)

^b UNIVERSITÉ PARIS SACLAY   (France)

Author keywords

62C99; 62F12; 62M99; Detection of change points; Minimum contrast estimator; Penalized minimum contrast estimator; Strongly dependent processes; Strongly mixing processes

Indexed keywords

EID: 0043137789     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4149(99)00023-X     Document Type: Article

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