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Multiple change‐point models for time series

Environmetrics, v.31 no.1, 2020년, pp.e2593 -   

MacNeill, I.B. (Department of Statistical and Actuarial Sciences, Western University, London, Canada) ,  Jandhyala, V.K. (Department of Mathematics and Statistics, Washington State University, Pullman, Washington) ,  Kaul, A. (Department of Mathematics and Statistics, Washington State University, Pullman, Washington) ,  Fotopoulos, S.B. (Department of Finance and Management Science, Washington State University, Pullman, Washington)

Abstract ▼ AI-Helper 아이콘AI-Helper

AbstractThe “Bayes‐type” method of deriving change‐point test statistics was introduced by Chernoff and Zacks (1964). Other authors subsequently adapted this approach and derived Bayes‐type statistics for at most one change (AMOC), and for multiple change points, under ...

주제어

#at least one change   #at most one change   #Bayes‐type tests   #multiple change‐points   #Nile River series  

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