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A binary tree algorithm on change points detection

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  • Tsai-Hung Fan
  • Hui-Jane Hsieh
  • Hsin-Hsian Lee

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  • Tsai-Hung Fan & Hui-Jane Hsieh & Hsin-Hsian Lee, 2011. "A binary tree algorithm on change points detection," Quality & Quantity: International Journal of Methodology, Springer, vol. 45(3), pages 599-608, April.
    • Handle: RePEc:spr:qualqt:v:45:y:2011:i:3:p:599-608
    DOI: 10.1007/s11135-010-9316-x
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    References listed on IDEAS

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    1. Holbert, Donald, 1982. "A Bayesian analysis of a switching linear model," Journal of Econometrics, Elsevier, vol. 19(1), pages 77-87, May.
    2. Douglas M. Hawkins, 1976. "Point Estimation of the Parameters of Piecewise Regression Models," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 25(1), pages 51-57, March.
    3. Lee, Chung-Bow, 1995. "Estimating the number of change points in a sequence of independent normal random variables," Statistics & Probability Letters, Elsevier, vol. 25(3), pages 241-248, November.
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