首页> 中文期刊> 《数学年刊B辑(英文版)》 >LOCAL LIKELIHOOD METHOD IN THE PROBLEMS RELATED TO CHANGE POINTS

LOCAL LIKELIHOOD METHOD IN THE PROBLEMS RELATED TO CHANGE POINTS

         

摘要

In this paper, the so-called local likelihood method is suggested for solving thechange point problems when the data are distributed as multivariate normal. Thedetection procedures proposed not only provide strongly eonsistent estimates for thenumber and locations of the change points, but also simplify significantly thecomputation.

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