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

Dariush Ghorbanzadeh; Rachid Lounes; Hector de Arazoza

Journal articles

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

Dariush Ghorbanzadeh ^{1, *} Rachid Lounes ^{2, 3} Hector de Arazoza ^{4, 5}

* Corresponding author

1 CEDRIC - LAETITIA - CEDRIC. Traitement du signal et architectures électroniques

CEDRIC - Centre d'études et de recherche en informatique et communications

2 MAP5 - Mathématiques Appliquées à Paris 5

3 UPD5 Mathématiques Informatique - Université Paris Descartes - UFR de Mathématiques et Informatique

4 MATCOM - Matematica y Computacion

5 Facultad de Matematica y Computacion

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.

Keywords : Brownian Bridge independent increments Kolmogorov test. Kolmogorov test Change-point

Document type :

Journal articles

Domain :

Mathematics [math] / Statistics [math.ST]

Life Sciences [q-bio] / Santé publique et épidémiologie

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https://hal-univ-paris.archives-ouvertes.fr/hal-00264156
Contributor : Rachid Lounes Connect in order to contact the contributor
Submitted on : Friday, March 14, 2008 - 2:00:57 PM
Last modification on : Thursday, October 1, 2020 - 9:46:45 AM

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

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

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