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    Analysis of multiple change-points in normally distributed series por Garza Venegas, Jorge Arturo

    Publicado 2013
    “…Maximum Likelihood estimators for change-points as well as for parameters were developed considering three cases based on single step change problem: (1) multiple changes only in the mean, (2) multiple changes only in variance and (3) multiple changes in both parameters at the same time. …”
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    Tesis
  3. 3

    Analysis of multiple change-points in normally distributed series por Garza Venegas, Jorge Arturo

    Publicado 2013
    “…Maximum Likelihood estimators for change-points as well as for parameters were developed considering three cases based on single step change problem: (1) multiple changes only in the mean, (2) multiple changes only in variance and (3) multiple changes in both parameters at the same time. …”
    Enlace del recurso
    Tesis
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