Estimating the locations and number of change points by the sample-splitting method

Statistical Papers

Volumn 42, Issue 1, 2001, Pages 53-79

  Chong, Terence Tai Leung ^a  

^a CHINESE UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

Bessel process; Brownian motion; Change point estimator; Multiple structural changes

Indexed keywords

EID: 0345775340     PISSN: 09325026     EISSN: None     Source Type: Journal    
DOI: 10.1007/s003620000040     Document Type: Article

References (24)

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