A Monte Carlo method for multiple change-point detection in a segmented ARMA model

Lijing Ma, Georgy Sofronov, Justin Wishart

Research output: Chapter in Book/Report/Conference proceeding › Conference abstract

Original language	English
Title of host publication	12th International Conference on Monte Carlo Methods and Applications, MCM 2019
Subtitle of host publication	conference program and information
Pages	117
Number of pages	1
Publication status	Published - 2019
Event	International Conference on Monte Carlo Methods and Applications (12th : 2019) - Sydney, Australia Duration: 8 Jul 2019 → 12 Jul 2019 Conference number: 12th http://www.mcm2019.unsw.edu.au/

Conference	International Conference on Monte Carlo Methods and Applications (12th : 2019)
Abbreviated title	MCM 2019
Country/Territory	Australia
City	Sydney
Period	8/07/19 → 12/07/19
Internet address	http://www.mcm2019.unsw.edu.au/

Cite this

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title = "A Monte Carlo method for multiple change-point detection in a segmented ARMA model",

author = "Lijing Ma and Georgy Sofronov and Justin Wishart",

year = "2019",

language = "English",

pages = "117",

booktitle = "12th International Conference on Monte Carlo Methods and Applications, MCM 2019",

note = "International Conference on Monte Carlo Methods and Applications (12th : 2019), MCM 2019 ; Conference date: 08-07-2019 Through 12-07-2019",

url = "http://www.mcm2019.unsw.edu.au/",

}

Ma, L, Sofronov, G & Wishart, J 2019, A Monte Carlo method for multiple change-point detection in a segmented ARMA model. in 12th International Conference on Monte Carlo Methods and Applications, MCM 2019: conference program and information. pp. 117, International Conference on Monte Carlo Methods and Applications (12th : 2019), Sydney, New South Wales, Australia, 8/07/19.

TY - CHAP

T1 - A Monte Carlo method for multiple change-point detection in a segmented ARMA model

AU - Ma, Lijing

AU - Sofronov, Georgy

AU - Wishart, Justin

N1 - Conference code: 12th

PY - 2019

Y1 - 2019

UR - http://www.mcm2019.unsw.edu.au/Book-Abstract-MCM2019_02July2019.pdf

M3 - Conference abstract

SP - 117

BT - 12th International Conference on Monte Carlo Methods and Applications, MCM 2019

T2 - International Conference on Monte Carlo Methods and Applications (12th : 2019)

Y2 - 8 July 2019 through 12 July 2019

ER -