The multi-path change-point /

A change-point is said to occur at $ tau$ in a sequence of random variables $X sb1,X sb2,$ ...,$X sb{T},$ if $X sb1,X sb2,X sb3,$ ...,$X sb tau$ are identically distributed with distribution function $F sb1,$ and $X sb{ tau+1},$ ...,$X sb{T-1},X sb{T}$ are identically distributed with distribution f...

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Bibliographic Details
Main Author: Joseph, Lawrence
Format: Others
Language:en
Published: McGill University 1989
Subjects:
Online Access:http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=74324