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http://ir.ncue.edu.tw/ir/handle/987654321/14075
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Title: | An Efficient Algorithm for Estimating a Change-point |
Authors: | Cheng, Tsung-Lin |
Contributors: | 數學系 |
Date: | 2009-03
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Issue Date: | 2012-09-10T06:02:31Z
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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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