THE CHANGE POINT PROBLEM FOR TWO CLASSES OF STOCHASTIC PROCESSES
The change point problem is a problem where a process changes regimes because a parameter changes at a point in time called the change point. The objective of this problem is to estimate the change point and each of the parameters of the stochastic process. In this thesis, we examine the change poin...
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| Format: | Others |
| Language: | English |
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Florida Atlantic University
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| Online Access: | http://purl.flvc.org/fau/fd/FA00013462 |