搜索结果: 1-2 共查到“统计学 multiple change-points”相关记录2条 . 查询时间(0.156 秒)
Sequential detection of multiple change points in networks: a graphical model approach
Sequential detection of multiple change points in networks graphical model approach
2012/9/19
We propose a probabilistic formulation that enables sequential detection of multiple change points in a network setting. We present a class of sequential detection rules for cer-tain functionals of ch...
Asymptotic properties of maximum likelihood estimators in models with multiple change points
change-point fraction common parameter consistency convergence rate Kullback–Leibler distance within-segment parameter
2011/3/24
Models with multiple change points are used in many fields; however, the theoretical properties of maximum likelihood estimators of such models have received relatively little attention. The goal of t...