A Fast Two-Stage Algorithm by Window Method for Estimating the Location of Change-Points

博士 === 國立中興大學 === 應用數學系所 === 99 === A fast two-stage (TS) algorithm is proposed to estimate the location of change-points in a sequence of independent exponential family random variables. The idea is simple and interesting. In the first stage, we apply the window method by using the log-likelihood r...

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Bibliographic Details
Main Authors: Kuo-Ching Chang, 張國清
Other Authors: Chung-Bow Lee
Format: Others
Language:en_US
Published: 2011
Online Access:http://ndltd.ncl.edu.tw/handle/00474216374974721815