Moloi, K.D.; Groenewald, P.C.N.
(Interim : Interdisciplinary Journal, Vol 3, Issue 2: Central University of Technology, Free State, Bloemfontein, 2004)
Change-point analysis deals with the situation where an abrupt change has
possibly taken place in the underlying mechanism that generates random
variables. In a parametric setting, this means a change in the parameters ...