Implied distributions in multiple change point problems

著录项

• 来源
  《Statistics and computing》 |2012年第4期|p.981-993|共13页
• 作者

  J.A.D. Aston; J.Y. Peng; D.E.K. Martin;

  展开▼
• 作者单位

  Centre for Research in Statistical Methodology, University of Warwick, Coventry, UK;

  Institute of Information Science, Academia Sinica, Taipei, Taiwan,Institute of Biomedical Informatics, National Yang-Ming University, Taipei, Taiwan;

  Dept. of Statistics, North Carolina State University, Raleigh, NC,USA;

  展开▼
• 收录信息
• 原文格式 PDF
• 正文语种 eng
• 中图分类
• 关键词

  finite markov chain imbedding; hidden markov models; change point probability; run length distributions; generalised change points; waiting time distributions;

  机译：有限马尔可夫链嵌入;隐藏的马尔可夫模型;改变点概率;游程长度分布;广义变化点;等待时间分布;