An efficient algorithm for estimating a change-point

Research output: Contribution to journalArticlepeer-review

4 Citations (Scopus)


In this paper, we propose an efficient algorithm to remedy the drawbacks in the implementations of some renowned CUSUM-type estimations. The new approach not only reduces the computational time dramatically but also gives a much simpler proof of the consistency of the estimator of a change-point. The simulation study is conducted to illustrate the computational power of the proposed algorithm.

Original languageEnglish
Pages (from-to)559-565
Number of pages7
JournalStatistics and Probability Letters
Issue number5
Publication statusPublished - 2009 Mar 1

All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

Fingerprint Dive into the research topics of 'An efficient algorithm for estimating a change-point'. Together they form a unique fingerprint.

Cite this