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Please use this identifier to cite or link to this item: http://ir.ncue.edu.tw/ir/handle/987654321/14075

Title: An Efficient Algorithm for Estimating a Change-point
Authors: Cheng, Tsung-Lin
Contributors: 數學系
Date: 2009-03
Issue Date: 2012-09-10T06:02:31Z
Publisher: Elsevier
Abstract: In this paper, we propose an efficient algorithm to remedy the drawbacks in the implementations of some renowned CUSUM-type estimations. The new approach not only reduces the computational time dramatically but also gives a much simpler proof of the consistency of the estimator of a change-point. The simulation study is conducted to illustrate the computational power of the proposed algorithm.
Relation: SCI, Statistics & Probability Letters, 79(5): 559-565
Appears in Collections:[數學系] 期刊論文

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