National Changhua University of Education Institutional Repository : Item 987654321/14075

English | 正體中文 | 简体中文 | Items with full text/Total items : 6507/11669
Visitors : 30054548 Online Users : 629

RC Version 3.2 © Powered By DSPACE, MIT. Enhanced by NTU Library IR team.

Scope Adv. Search

Login ‧ Upload ‧ Help ‧ About ‧ Administer

NCUEIR > College of Science > math > Periodical Articles > Item 987654321/14075

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:	[math] Periodical Articles

Files in This Item:

File	Size	Format
index.html	0Kb	HTML	577	View/Open