LOCAL LIKELIHOOD METHOD IN THE PROBLEMS RELATED TO CHANGE POINTS

(整期优先)网络出版时间:1990-03-13
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Inthispaper,theso-calledlocallikelihoodmethodissuggestedforsolvingthechangepointproblemswhenthedataaredistributedasmultivariatenormal.Thedetectionproceduresproposednotonlyprovidestronglyeonsistentestimatesforthenumberandlocationsofthechangepoints,butalsosimplifysignificantlythecomputation.