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Change‐point methods and their applications: contributions of Ian MacNeill
Author(s) -
Jandhyala V. K.,
Zacks S.,
ElShaarawi A. H.
Publication year - 1999
Publication title -
environmetrics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.68
H-Index - 58
eISSN - 1099-095X
pISSN - 1180-4009
DOI - 10.1002/(sici)1099-095x(199911/12)10:6<657::aid-env390>3.0.co;2-y
Subject(s) - econometrics , statistics , regression analysis , point (geometry) , linear regression , regression , random effects model , random variable , mathematics , computer science , medicine , meta analysis , geometry
The present paper reviews the important contributions of Ian MacNeill to the theory and methodology of change‐point analysis and environmental statistics. The review concentrates on four areas of change‐point analysis: sequences of independent random variables; linear regression models with independent as well as serially correlated random errors; regression models with continuity constraints and spatial models of change‐points. Copyright © 1999 John Wiley & Sons, Ltd.