National Changhua University of Education Institutional Repository : Item 987654321/14075
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题名: An Efficient Algorithm for Estimating a Change-point
作者: Cheng, Tsung-Lin
贡献者: 數學系
日期: 2009-03
上传时间: 2012-09-10T06:02:31Z
出版者: Elsevier
摘要: 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.
關聯: SCI, Statistics & Probability Letters, 79(5): 559-565
显示于类别:[數學系] 期刊論文

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