Preprint
A procedure for the change point problem in parametric models based on phi-divergence test-statistics
Abstract
This paper studies the change point problem for a general parametric,
univariate or multivariate family of distributions. An information theoretic
Authors
Batsidis A; Martín N; Pardo L; Zografos K
Publication date
July 5, 2011
DOI
10.48550/arxiv.1107.0864
Preprint server
arXiv