Parametric Statistical Change Point Analysis

by Jie Chen

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Description

Recently there has been a keen interest in the statistical analysis of change point detec­ tion and estimation. Mainly, it is because change point problems can be encountered in many disciplines such as economics, finance, medicine, psychology, geology, litera­ ture, etc. , and even in our daily lives. From the statistical point of view, a change point is a place or time point such that the observations follow one distribution up to that point and follow another distribution after that point. Mu