並列摘要
In this paper we consider the change point model with single abrupt change in a sequence of independent random variables. An estimation procedure for the change point based on a weighted CUSUM type statistic is proposed. A bootstrap resampling scheme is applied to obtain the confidence interval of the proposed estimator. Comparisons are made between the proposed procedure and the maximum likelihood estimation in terms of precision of the estimates.
參考文獻
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延伸閱讀
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