MAXIMUM-LIKELIHOOD-ESTIMATION OF MULTIPLE CHANGE POINTS
成果类型：
Article
署名作者：
FU, YX; CURNOW, RN
刊物名称：
BIOMETRIKA
ISSN/ISSBN：
0006-3444
DOI：
10.2307/2336995
发表日期：
1990
页码：
563573
关键词：
摘要：
Maximum likelihood estimation of the locations of changes in sequences of independent categorical random variables when there are known lower bounds on the lengths of the sub-sequences between the change points in discussed. A method is developed which finds one of the maximum likelihood solutions. The problem of estimating the number of changed segments is discussed and some numerical results about the precision of the estimates of the locations of changes are presented. The method also allows the boundary distributions for the changed segments to be different from the distribution for the central region of the changed segments. An application to the prediction of protein helical regions is presented.
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