Abstract
The paper concerns the problem of detection and identification of one or more change points in a series of independent observations. Procedures based on M-estimatorsand M-residuals are introduced, their limit properties studied and typical simulation results presented.
1990 Mathematics Subject Classification: 62F35, 62G10, 62F03
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References
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© 1994 Springer-Verlag Berlin Heidelberg
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Antoch, J., Hušková, M. (1994). Procedures for the Detection of Multiple Changes in Series of Independent Observations. In: Mandl, P., Hušková, M. (eds) Asymptotic Statistics. Contributions to Statistics. Physica, Heidelberg. https://doi.org/10.1007/978-3-642-57984-4_1
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DOI: https://doi.org/10.1007/978-3-642-57984-4_1
Publisher Name: Physica, Heidelberg
Print ISBN: 978-3-7908-0770-7
Online ISBN: 978-3-642-57984-4
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