Consistent Estimation of Early and Frequent Change Points

Author:

Baron Michael I.,Granott Nira

Publisher

Physica-Verlag HD

Reference29 articles.

1. Baron, M. (2000). Nonparametric adaptive change-point estimation and on-line detection. Sequential Anal.19,1–23

2. Baron, M., Granott, N. (2001). Estimation of frequent change points. In preparation

3. Baron, M., Granott, N. (2001). Small sample change-point analysis with applications to problem solving. Submitted

4. Baron, M., Rosenberg, M., Sidorenko, N. (2001). Electricity pricing: modelling and prediction with automatic spike detection. Energy, Power, and Risk Management, October 2001, 70–73

5. Basseville, M., Nikiforov, I.V. (1993).Detection of Abrupt Changes: Theory and Application.PTR Prentice-Hall, New Jersey

Cited by 2 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. Detection and estimation of multiple transient changes;Journal of Applied Statistics;2023-03-13

2. Stochastic Learning-based Weak Estimation and Its Applications;Knowledge-Based Intelligent System Advancements;2011

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