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Change-point model for a sequence of random variables with independent increments.
Ghorbanzadeh, Dariush ; Lounes, Rachid ; De Arazoza, Hector
HAL, hal-00264156 / Harvested from HAL
Text on HAL
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.
Publié le : 2002-07-05
Classification:  Kolmogorov test.,  independent increments,  Brownian Bridge,  Kolmogorov test,  Change-point,  [MATH.MATH-ST]Mathematics [math]/Statistics [math.ST],  [SDV.SPEE]Life Sciences [q-bio]/Santé publique et épidémiologie 
@article{hal-00264156,
     author = {Ghorbanzadeh, Dariush and Lounes, Rachid and De Arazoza, Hector},
     title = {Change-point model for a sequence of random variables with independent increments.},
     journal = {HAL},
     volume = {2002},
     number = {0},
     year = {2002},
     language = {en},
     url = {http://dml.mathdoc.fr/item/hal-00264156}
}

Ghorbanzadeh, Dariush; Lounes, Rachid; De Arazoza, Hector. Change-point model for a sequence of random variables with independent increments.. HAL, Tome 2002 (2002) no. 0, . http://gdmltest.u-ga.fr/item/hal-00264156/