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MCS
2008
Springer
15 years 6 months ago
Detecting multiple mean breaks at unknown points in official time series
In this paper, we propose a computationally effective approach to detect multiple structural breaks in the mean occurring at unknown dates. We present a non-parametric approach th...
Carmela Cappelli, Richard N. Penny, William S. Rea...
JOT
2006
38views more  JOT 2006»
15 years 6 months ago
Not a Number of Floating Point Problems
Gary T. Leavens
NECO
2008
83views more  NECO 2008»
15 years 6 months ago
Sequential Fixed-Point ICA Based on Mutual Information Minimization
A new gradient technique is introduced for linear ICA based on the Edgeworth expansion of mutual information, for which the algorithm operates sequentially using fixed-point itera...
Marc M. Van Hulle