Zobrazeno 1 - 3
of 3
pro vyhledávání: '"Chakar, Souhil"'
Autor:
Chakar, Souhil
We consider the problem of change-points estimation in the mean of an AR(p) process. Taking into account the dependence structure does not allow us to use the approach of the independent case. Especially, the dynamic programming algorithm giving the
Externí odkaz:
http://arxiv.org/abs/1509.00899
We consider the problem of multiple change-point estimation in the mean of a Gaussian AR(1) process. Taking into account the dependence structure does not allow us to use the dynamic programming algorithm, which is the only algorithm giving the optim
Externí odkaz:
http://arxiv.org/abs/1403.1958
Autor:
Chakar, Souhil
Nous proposons d’étudier la méthodologie de la segmentation de processus avec un bruit autorégressif sous ses aspects théoriques et pratiques. Par « segmentation » on entend ici l’inférence de points de rupture multiples correspondant à d
Externí odkaz:
http://www.theses.fr/2015PA112196/document