On change point detection and estimation

Jie Chen, A. K. Gupta

Research output: Contribution to journalArticle

53 Citations (Scopus)
Original languageEnglish (US)
Pages (from-to)665-697
Number of pages33
JournalCommunications in Statistics Part B: Simulation and Computation
Volume30
Issue number3
DOIs
StatePublished - Jan 1 2001

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Change-point Estimation
Change-point Detection
Wavelet Transformation
Cumulative Sum
Information Criterion
Change Point
Model Selection

Keywords

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

ASJC Scopus subject areas

  • Statistics and Probability
  • Modeling and Simulation

Cite this

On change point detection and estimation. / Chen, Jie; Gupta, A. K.

In: Communications in Statistics Part B: Simulation and Computation, Vol. 30, No. 3, 01.01.2001, p. 665-697.

Research output: Contribution to journalArticle

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