Guaranteed testing for epidemic changes of a linear regression model

Journal of Statistical Planning and Inference

Volumn 136, Issue 9, 2006, Pages 3101-3120

  Vexler, A ^a  

^a HEBREW UNIVERSITY OF JERUSALEM   (Israel)

Author keywords

Change point; CUSUM statistics; Epidemic alternative; Invariant statistics; Martingale structure; Maximum likelihood; Segmented linear regression; Shiryayev Roberts statistics

Indexed keywords

EID: 33646504134     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jspi.2004.11.010     Document Type: Article

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