Pages that link to "Item:Q1106578"

The following pages link to Approximating the distribution of the maximum likelihood estimate of the change-point in a sequence of independent random variables (Q1106578):

Displaying 50 items.

• Nonparametric estimation of structural change points in volatility models for time series (Q262749) (← links)
• \(\tau\)-estimators of regression models with structural change of unknown location (Q269228) (← links)
• Truncating estimation for the change in stochastic trend with heavy-tailed innovations (Q451494) (← links)
• Inference on the change point estimator of variance in measurement error models (Q507029) (← links)
• Inference regarding multiple structural changes in linear models with endogenous regressors (Q528045) (← links)
• Common breaks in means and variances for panel data (Q530972) (← links)
• On compound Poisson processes arising in change-point type statistical models as limiting likelihood ratios (Q644961) (← links)
• On weak convergence of the likelihood ratio process in multi-phase regression models (Q730712) (← links)
• Estimating structural changes in regression quantiles (Q737902) (← links)
• Change-point estimation of a mean shift in moving-average processes under dependence assump\-tions (Q861410) (← links)
• Fractals with point impact in functional linear regression (Q988015) (← links)
• Strong convergence rate of robust estimator of change point (Q991162) (← links)
• An efficient algorithm for estimating a change-point (Q1007338) (← links)
• Asymptotic study of the change-point mle in multivariate Gaussian families under contiguous alternatives (Q1007505) (← links)
• The use of cumulative sums for detection of changepoints in the rate parameter of a Poisson process (Q1020716) (← links)
• Maximum likelihood estimation of a change-point in the distribution of independent random variables: general multiparameter case (Q1112497) (← links)
• The location of the maximum and asymmetric two-sided Brownian motion with triangular drift (Q1126151) (← links)
• An application of the maximum likelihood test to the change-point problem (Q1318338) (← links)
• Limit theorems for kernel-type estimators for the time of change (Q1582358) (← links)
• A comparison of unconditional and conditional solutions to the maximum likelihood estimation of a change-point. (Q1583196) (← links)
• Detection and estimation of abrupt changes in the variability of a process (Q1606091) (← links)
• Fitting multiple change-point models to data (Q1606472) (← links)
• On limit distributions of estimators in irregular statistical models and a new representation of fractional Brownian motion (Q1643756) (← links)
• Estimating non-simultaneous changes in the mean of vectors (Q1669886) (← links)
• New distribution theory for the estimation of structural break point in mean (Q1754516) (← links)
• Constructing a switching regression with unknown switching points (Q1795511) (← links)
• The likelihood ratio method for testing changes in the parameters of double exponential observations (Q1869130) (← links)
• The rates of convergence of Bayes estimators in change-point analysis (Q1916213) (← links)
• Approximations for the time of change and the power function in change-point models (Q1918220) (← links)
• Nonparametric inference on structural breaks (Q1973431) (← links)
• Most recent changepoint detection in censored panel data (Q1995859) (← links)
• Inference on the change point under a high dimensional sparse mean shift (Q2219223) (← links)
• A robust test for mean change in dependent observations (Q2261987) (← links)
• Estimating restricted common structural changes for panel data (Q2300531) (← links)
• Quasi-likelihood estimation of structure-changed threshold double autoregressive models (Q2301052) (← links)
• Change-point problems: bibliography and review (Q2324132) (← links)
• Inference for multiple change points in heavy-tailed time series via rank likelihood ratio scan statistics (Q2419902) (← links)
• Inference for mean change-point in infinite variance \(AR(p)\) process (Q2518944) (← links)
• Rate of convergence of the maximum likelihood estimate of a change-point (Q2767491) (← links)
• Estimation of change-points in linear and nonlinear time series models (Q2801992) (← links)
• Estimation of change point for switching fractional diffusion processes (Q2875276) (← links)
• Exact distribution of argmax (argmin) (Q2891059) (← links)
• Probability maximizing approach to a secretary problem by random change-point of the distribution law of the observed process (Q3317940) (← links)
• Non-parametric Shewhart control charts (Q3369532) (← links)
• A Nonparametric bootstrapped estimate of the change-point (Q3432373) (← links)
• A Gibbs Sampling Algorithm for a Changing Regression Model with Pooled Binary Response Data (Q3435985) (← links)
• (Q3738428) (← links)
• (Q3817398) (← links)
• Limit theorems for the simultaneous distribution of maximum likelihood estimates of change-points (Q3980806) (← links)
• Capturing the distributional behaviour of the maximum likelihood estimator of a changepoint (Q4238078) (← links)