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Change-Point problems: approaches and applications.

Adrian F. M. Smith (1980)

Trabajos de Estadística e Investigación Operativa

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.


Carlos A. Coelho, Simo Puntanen (2013)

Discussiones Mathematicae Probability and Statistics

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