Inference for multiple change points in time series via likelihood ratio scan statistics

Zhao, Zifeng, Yau, Chun Yip . Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2016. 78 (4) :895-916

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Bibtex

@article{CIS-448862,
  Author = {Zhao, Zifeng and Yau, Chun Yip},
  Title = {Inference for multiple change points in time series via likelihood ratio scan statistics},
  Journal = {Journal of the Royal Statistical Society: Series B (Statistical Methodology)},
  Volume = {78},
  Number = {4},
  Year = {2016},
  Pages = {895--916},
  Keywords = {}
}

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