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...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | en_US |
Published: |
2011
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Online Access: | http://ndltd.ncl.edu.tw/handle/00474216374974721815 |