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Asymptotic distributions of quadratic forms occurring in changepoint problems

Authors :
F. Lombard
C. M. Erasmus
Source :
Canadian Journal of Statistics. 16:259-268
Publication Year :
1988
Publisher :
Wiley, 1988.

Abstract

A stochastic-process approach is used to derive the asymptotic distributions of quadratic forms occurring in the analysis of changepoint data. Nous recourons a une approche faisant appel aux processus stochastiques afin de determiner les distributions asymptotiques de formes quadratiques qui surviennent dans l'analyse de donnees liees au point de changement.

Details

ISSN :
1708945X and 03195724
Volume :
16
Database :
OpenAIRE
Journal :
Canadian Journal of Statistics
Accession number :
edsair.doi...........6a902aede8f0be7c7aa9cae6dfe9fdff
Full Text :
https://doi.org/10.2307/3314732