<?xml version="1.0" encoding="UTF-8"?>
<!DOCTYPE article PUBLIC "-//NLM//DTD JATS (Z39.96) Journal Publishing DTD v1.0 20120330//EN" "JATS-journalpublishing1.dtd"><article xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink" article-type="research-article"><front><journal-meta><journal-id journal-id-type="publisher-id">INFORMATICA</journal-id><journal-title-group><journal-title>Informatica</journal-title></journal-title-group><issn pub-type="epub">0868-4952</issn><issn pub-type="ppub">0868-4952</issn><publisher><publisher-name>VU</publisher-name></publisher></journal-meta><article-meta><article-id pub-id-type="publisher-id">INF3101</article-id><article-id pub-id-type="doi">10.3233/INF-1992-3101</article-id><article-categories><subj-group subj-group-type="heading"><subject>Research article</subject></subj-group></article-categories><title-group><article-title>Change-point detection as model selection</article-title></title-group><contrib-group><contrib contrib-type="Author"><name><surname>Baikovicius</surname><given-names>Jimmy</given-names></name><xref ref-type="aff" rid="j_INFORMATICA_aff_000"/></contrib><contrib contrib-type="Author"><name><surname>Gerencsér</surname><given-names>László</given-names></name><xref ref-type="aff" rid="j_INFORMATICA_aff_000"/><xref ref-type="aff" rid="j_INFORMATICA_aff_001"/></contrib><aff id="j_INFORMATICA_aff_000">Dept. of Electrical Engineering, McGill University, 3480 University St. Montreal, P.Q. H3A 2A7, Canada</aff><aff id="j_INFORMATICA_aff_001">Computer and Automation Institute of the Hungarian Academy of Sciences Budapest, H 1502 Pf 63, Hungary</aff></contrib-group><pub-date pub-type="epub"><day>01</day><month>01</month><year>1992</year></pub-date><volume>3</volume><issue>1</issue><fpage>3</fpage><lpage>20</lpage><abstract><p>We present a new method for solving the change-point detection problem for ARMA systems which are assumed to have a slow and non-decaying drift after the change occurs. The proposed technique is inspired by the stochastic complexity theory, which gives a basis of comparison of different models with different change-point times. Some partial results on the analysis of the estimator are stated. A simulation is included which shows that the approach exhibits surprisingly good detection capabilities.</p></abstract><kwd-group><label>Keywords</label><kwd>stochastic systems</kwd><kwd>stochastic complexity</kwd><kwd>time varying systems</kwd><kwd>recursive estimation</kwd><kwd>time-varying Ljung's scheme</kwd><kwd>L-mixing processes</kwd><kwd>failure detection</kwd></kwd-group></article-meta></front></article>