Non-Parametric Change-Point Estimation using String Matching Algorithms
نویسندگان
چکیده
منابع مشابه
Non-parametric change-point detection using string matching algorithms
Given the output of a data source taking values in a finite alphabet, we wish to detect change-points, that is times when the statistical properties of the source change. Motivated by ideas of match lengths in information theory, we introduce a novel non-parametric estimator which we call CRECHE (CRossings Enumeration CHange Estimator). We present simulation evidence that this estimator perform...
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ژورنال
عنوان ژورنال: Methodology and Computing in Applied Probability
سال: 2013
ISSN: 1387-5841,1573-7713
DOI: 10.1007/s11009-013-9359-2