Change-Point problems: approaches and applications.

Adrian F. M. Smith

Trabajos de Estadística e Investigación Operativa (1980)

  • Volume: 31, Issue: 1, page 83-98
  • ISSN: 0041-0241

Abstract

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Problems of making inferences about abrupt changes in the mechanism underlying a sequence of observations are considered in both retrospective and on-line contexts. Among the topics considered are the Lindisfarne scribes problem; switching straight lines; manoeuvering targets, and shifts of level or slope in linear time series models. Summary analyses of data obtained in studies of schizophrenic and kidney transplant patients are presented.

How to cite

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Smith, Adrian F. M.. "Change-Point problems: approaches and applications.." Trabajos de Estadística e Investigación Operativa 31.1 (1980): 83-98. <http://eudml.org/doc/40813>.

@article{Smith1980,
abstract = {Problems of making inferences about abrupt changes in the mechanism underlying a sequence of observations are considered in both retrospective and on-line contexts. Among the topics considered are the Lindisfarne scribes problem; switching straight lines; manoeuvering targets, and shifts of level or slope in linear time series models. Summary analyses of data obtained in studies of schizophrenic and kidney transplant patients are presented.},
author = {Smith, Adrian F. M.},
journal = {Trabajos de Estadística e Investigación Operativa},
keywords = {Inferencia estadística; Análisis bayesiano; Modelos lineales; Filtro kalman},
language = {eng},
number = {1},
pages = {83-98},
title = {Change-Point problems: approaches and applications.},
url = {http://eudml.org/doc/40813},
volume = {31},
year = {1980},
}

TY - JOUR
AU - Smith, Adrian F. M.
TI - Change-Point problems: approaches and applications.
JO - Trabajos de Estadística e Investigación Operativa
PY - 1980
VL - 31
IS - 1
SP - 83
EP - 98
AB - Problems of making inferences about abrupt changes in the mechanism underlying a sequence of observations are considered in both retrospective and on-line contexts. Among the topics considered are the Lindisfarne scribes problem; switching straight lines; manoeuvering targets, and shifts of level or slope in linear time series models. Summary analyses of data obtained in studies of schizophrenic and kidney transplant patients are presented.
LA - eng
KW - Inferencia estadística; Análisis bayesiano; Modelos lineales; Filtro kalman
UR - http://eudml.org/doc/40813
ER -

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