Change-Point Detection for Variance Piecewise Constant Models
نویسندگان
چکیده
منابع مشابه
Change-Point Detection for Variance Piecewise Constant Models
A new approach based on the fit of a generalized linear regression model is introduced for detecting change-points in the variance of heteroscedastic Gaussian variables, with piecewise constant variance function. This approach overcome some limitations of both exact and approximate well known methods that are based on successive application of search and tend to overestimate the real number of ...
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ژورنال
عنوان ژورنال: Communications in Statistics - Simulation and Computation
سال: 2011
ISSN: 0361-0918,1532-4141
DOI: 10.1080/03610918.2011.592248