6533b822fe1ef96bd127d239
RESEARCH PRODUCT
Una procedura sequenziale di stima di punto di cambiamento
Salvatore Bolognasubject
Change point sequential estimation p-values optimality conditionSettore SECS-S/01 - Statisticadescription
In this paper we propose a sequential procedure for the estimation of a change-point when a change has occurred in the distribution that governs the process which generates the observations. The procedure applies whether the distribution functions involved are completely specified or they contain unknown parameters to be estimated. The procedure is based on the Kolmogorov-Smirnov test of goodness of fit, or an appropriate different test such as the chi-square test, and satisfies the optimality condition defined by the maximization of the sum of the p-values involved.
| year | journal | country | edition | language |
|---|---|---|---|---|
| 2008-01-01 |