On change point detection and estimation

Jic Chen, A. K. Gupta

Research output: Contribution to journalArticle

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

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

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