Testing for multiple change points

Computational Statistics

Volumn 28, Issue 5, 2013, Pages 2161-2183

  Antoch, Jaromír ^a   Jarušková, Daniela ^b  

^a CHARLES UNIVERSITY   (Czech Republic)

^b CZECH TECHNICAL UNIVERSITY IN PRAGUE   (Czech Republic)

Author keywords

Approximate critical values; Asymptotic distribution; Dynamic programming principle; Extremes of Gaussian fields; Maximum type test statistic; Monte Carlo simulations; Segmentation; Testing for multiple change points

Indexed keywords

EID: 84884704177     PISSN: 09434062     EISSN: 16139658     Source Type: Journal    
DOI: 10.1007/s00180-013-0401-1     Document Type: Article

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