Estimating the number of change points in a sequence of independent normal random variables with unequal means or variances

Estimating the number of change points in a sequence of independent normal random variables with unequal means or variances

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碩士 === 國立中興大學 === 應用數學系 === 84 === A simple method is proposed to detect the number of change points in a sequence of independent normal random variables. An estimator to maximize some criterion, saySC(k), which is to maximize the l...

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Main Authors: Liao, yeong-yuan, 廖永源
Other Authors: Lee chung-bow
Format: Others
Language:zh-TW
Published: 1996
Online Access:http://ndltd.ncl.edu.tw/handle/49759045242329099926
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spelling ndltd-TW-084NCHU05070062016-02-05T04:16:22Z http://ndltd.ncl.edu.tw/handle/49759045242329099926 Estimating the number of change points in a sequence of independent normal random variables with unequal means or variances 對具有不相等平均數或變異數的獨立常態隨機變數序列上之改變點個數的偵測 Liao, yeong-yuan 廖永源 碩士 國立中興大學 應用數學系 84 A simple method is proposed to detect the number of change points in a sequence of independent normal random variables. An estimator to maximize some criterion, saySC(k), which is to maximize the log likelihood function withsome penalty term is used in detection. Under some mild assumptions, the consistency of the estimator for the true number of change points and the boundedness between the estimated change locations and the true change locations are obtained. Lee chung-bow 李 宗 寶 1996 學位論文 ; thesis 32 zh-TW
collection NDLTD
language zh-TW
format Others
sources NDLTD
description 碩士 === 國立中興大學 === 應用數學系 === 84 === A simple method is proposed to detect the number of change points in a sequence of independent normal random variables. An estimator to maximize some criterion, saySC(k), which is to maximize the log likelihood function withsome penalty term is used in detection. Under some mild assumptions, the consistency of the estimator for the true number of change points and the boundedness between the estimated change locations and the true change locations are obtained.
author2 Lee chung-bow
author_facet Lee chung-bow
Liao, yeong-yuan
廖永源
author Liao, yeong-yuan
廖永源
spellingShingle Liao, yeong-yuan
廖永源
Estimating the number of change points in a sequence of independent normal random variables with unequal means or variances
author_sort Liao, yeong-yuan
title Estimating the number of change points in a sequence of independent normal random variables with unequal means or variances
title_short Estimating the number of change points in a sequence of independent normal random variables with unequal means or variances
title_full Estimating the number of change points in a sequence of independent normal random variables with unequal means or variances
title_fullStr Estimating the number of change points in a sequence of independent normal random variables with unequal means or variances
title_full_unstemmed Estimating the number of change points in a sequence of independent normal random variables with unequal means or variances
title_sort estimating the number of change points in a sequence of independent normal random variables with unequal means or variances
publishDate 1996
url http://ndltd.ncl.edu.tw/handle/49759045242329099926
work_keys_str_mv AT liaoyeongyuan estimatingthenumberofchangepointsinasequenceofindependentnormalrandomvariableswithunequalmeansorvariances
AT liàoyǒngyuán estimatingthenumberofchangepointsinasequenceofindependentnormalrandomvariableswithunequalmeansorvariances
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AT liàoyǒngyuán duìjùyǒubùxiāngděngpíngjūnshùhuòbiànyìshùdedúlìchángtàisuíjībiànshùxùlièshàngzhīgǎibiàndiǎngèshùdezhēncè
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