Abstract
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.1990 Mathematics Subject Classification: 62F35, 62G10, 62F031990 Mathematics Subject Classification62F3562G1062F03Key Words And PhrasesChange Point Problem M-Estimators M-ResidualsAbrupt ChangesContinuous ChangeMosum
Full Text 
Sign-in/Register to access full text options
Sign-in/Register to access full text options 
Paper version not known
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a call
