Detecting and Interval Estimation About a Slope Change Point.

Abstract

In this paper, the authors consider the problem of change points using Gaussian process. The distribution of the statistic to estimate a change point constructed in this paper can be approximated by the first type of extrimal distribution. Based on this, detection and interval estimation of a change point in various situations are discussed. Keywords: Variance; Heuristic methods; Asymptotic normality.

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Document Details

Document Type
Technical Report
Publication Date
Jun 01, 1987
Accession Number
ADA186030

Entities

People

  • B. Q. Miao
  • Paruchuri R. Krishnaiah

Organizations

  • University of Pittsburgh

Tags

Communities of Interest

  • C4I
  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Air Force
  • Brownian Motion
  • Contracts
  • Copyrights
  • Data Science
  • Estimators
  • Gaussian Processes
  • Governments
  • Heuristic Methods
  • Information Science
  • Intervals
  • Multivariate Analysis
  • National Governments
  • Probability
  • Scientific Research
  • United States
  • United States Government

Fields of Study

  • Engineering
  • Mathematics

Readers

  • Regression Analysis.