Abstract : 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.
https://hal-univ-paris.archives-ouvertes.fr/hal-00264156 Contributor : Rachid LounesConnect in order to contact the contributor Submitted on : Friday, March 14, 2008 - 2:00:57 PM Last modification on : Tuesday, February 22, 2022 - 3:35:50 AM
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⟩