Tests for Change-Points with Epidemic Alternatives
نویسندگان
چکیده
منابع مشابه
Estimators for epidemic alternatives
We introduce and study the behavior of estimators of changes in the mean value of a sequence of independent random variables in the case of so called epidemic alternatives which is one of the variants of the change point problem. The consistency and the limit distribution of the estimators developed for this situation are shown. Moreover, the classical estimators used for ‘at most change’ are e...
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ژورنال
عنوان ژورنال: Biometrika
سال: 1993
ISSN: 0006-3444
DOI: 10.2307/2336767