On change point detection and estimation

Communications in Statistics Part B: Simulation and Computation

Volumn 30, Issue 3, 2001, Pages 665-697

  Chen, Jic ^a   Gupta, A K ^b  

^a UNIVERSITY OF MISSOURI KANSAS CITY   (United States)

^b BOWLING GREEN STATE UNIVERSITY   (United States)

Author keywords

Bayes solution; Change point; CUSUM; Information criterion; Likelihood ratio procedure; Model selection; Wavelet transformation

Indexed keywords

EID: 31244435122     PISSN: 03610918     EISSN: None     Source Type: Journal    
DOI: 10.1081/SAC-100105085     Document Type: Article

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