Procedures for the Detection of Multiple Changes in Series of Independent Observations
Procedures for the Detection of Multiple Changes in Series of Independent Observations
复制标题
在一系列独立观察中检测多重变化的程序
DOI：
10.1007/978-3-642-57984-4_1
复制
发表时间：
1994
期刊：
影响因子：
1.9
通讯作者：
M. Hušková
中科院分区：
文献类型：
--
作者：
J. Antoch;M. Hušková
本文研究了在一系列独立观测中检测和识别一个或多个变点的问题。介绍了基于M-估计和M-残差的方法，研究了它们的极限性质，并给出了典型的仿真结果。
The paper concerns the problem of detection and identification of one or more change points in a series of independent observations. Procedures based on M-estimatorsand M-residuals are introduced, their limit properties studied and typical simulation results presented.