ON CHANGE POINT DETECTION AND ESTIMATION

DOI10.1081/SAC-100105085zbMath1008.62726MaRDI QIDQ4787607

Jie Chen, Arjun K. Gupta

Publication date: 8 January 2003

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Mathematics Subject Classification ID

Bayesian inference (62F15) Applications of statistics in engineering and industry; control charts (62P30)

Related Items (15)

Detection of a change-point in Student-\(t\) linear regression models ⋮ \(\phi\)-divergence based procedure for parametric change-point problems ⋮ Testing the Existence of Change-Point in NHPP Software Reliability Models ⋮ Storage Life Prediction for a High-Performance Capacitor Using Multi-Phase Wiener Degradation Model ⋮ A computational method for estimating a change point in the Cox hazard model ⋮ Unnamed Item ⋮ Testing for a change point in a sequence of exponential random variables with repeated values ⋮ Asymptotically distribution free test for parameter change in a diffusion process model ⋮ On regime changes of COVID-19 outbreak ⋮ Pointwise wavelet estimation of density function with change-points based on NA and biased sample ⋮ The Development of an Information Criterion for Change-Point Analysis ⋮ Partially linear models and their applications to change point detection of chemical process data ⋮ Cusum techniques for timeslot sequences with applications to network surveillance ⋮ Parameter Estimation of Some NHPP Software Reliability Models with Change-Point ⋮ Statistical inference of covariance change points in gaussian model

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