Change-point model for a sequence of random variables with independent increments. - Université Paris Cité
Article Dans Une Revue Student Année : 2002

Change-point model for a sequence of random variables with independent increments.

Résumé

In this paper, we consider a sequence of random variables with independent increments which can change their distribution at some unknown instant. We use this model with two different data sets.
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Dates et versions

hal-00264156 , version 1 (14-03-2008)

Identifiants

  • HAL Id : hal-00264156 , version 1

Citer

Dariush Ghorbanzadeh, Rachid Lounes, Hector de Arazoza. Change-point model for a sequence of random variables with independent increments.. Student, 2002, 4 (1), pp.95-104. ⟨hal-00264156⟩
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