Pages that link to "Item:Q1112497"
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The following pages link to Maximum likelihood estimation of a change-point in the distribution of independent random variables: general multiparameter case (Q1112497):
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)
- Confidence sets for the date of a single break in linear time series regressions (Q289210) (← links)
- Inference regarding multiple structural changes in linear models with endogenous regressors (Q528045) (← links)
- Subsampling tests for variance changes in the presence of autoregressive parameter shifts (Q604339) (← links)
- Asymptotic properties of maximum likelihood estimators in models with multiple change points (Q637080) (← links)
- The maximum likelihood method for testing changes in the parameters of normal observations (Q688375) (← links)
- Change-point mle in the rate of exponential sequences with application to Indonesian seismological data (Q710771) (← links)
- Change-point estimation of a mean shift in moving-average processes under dependence assump\-tions (Q861410) (← links)
- Nonparametric inference in a simple change-point model (Q944067) (← 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)
- Approximating the distribution of the maximum likelihood estimate of the change-point in a sequence of independent random variables (Q1106578) (← 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)
- Estimation of multiple-regime regressions with least absolutes deviation (Q1298916) (← links)
- On the rate of almost sure convergence of Dümbgen's change-point estimators (Q1324585) (← links)
- Change-point estimators in case of small disorders (Q1330217) (← links)
- Maximum likelihood estimation in the multi-path change-point problem (Q1335355) (← links)
- On the power of nonparametric changepoint-tests (Q1337185) (← links)
- Minimax large deviations risk in change-point problems (Q1376541) (← 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)
- Asymptotic behavior of posterior distribution of the change-point parameter (Q1611818) (← links)
- A more powerful test identifying the change in mean of functional data (Q1753977) (← links)
- Unit root tests with a break in innovation variance. (Q1858958) (← links)
- Approximations for the time of change and the power function in change-point models (Q1918220) (← links)
- On marginal likelihood computation in change-point models (Q1927122) (← links)
- Asymptotic properties of \(M\)-estimators based on estimating equations and censored data in semi-parametric models with multiple change points (Q1996305) (← links)
- Estimating multiple breaks in mean sequentially with fractionally integrated errors (Q2066504) (← links)
- On two estimates related to the change-point problem (Q2261911) (← links)
- On \(L^2\) space approach to change point problems (Q2448798) (← links)
- Rate of convergence of the maximum likelihood estimate of a change-point (Q2767491) (← links)
- Estimation of change point for switching fractional diffusion processes (Q2875276) (← links)
- Exact distribution of argmax (argmin) (Q2891059) (← links)
- Maximum likelihood estimation of multiple change points (Q3212115) (← links)
- A Gibbs Sampling Algorithm for a Changing Regression Model with Pooled Binary Response Data (Q3435985) (← links)
- Estimating changes in a multi-parameter exponential family (Q3473078) (← links)
- Asymptotic distributions of maximum likelihood tests for change in the mean (Q3497033) (← links)
- Limit theorems for the simultaneous distribution of maximum likelihood estimates of change-points (Q3980806) (← links)
- LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES (Q4319842) (← links)
- Distributed estimation and its fast algorithm for change-point in location models* (Q5046816) (← links)
- GENERALIZED LAPLACE INFERENCE IN MULTIPLE CHANGE-POINTS MODELS (Q5065458) (← links)
- Asymptotic Distribution Theory for Break Point Estimators in Models Estimated via 2SLS (Q5080135) (← links)
- Truncating Estimation for the Mean Change-Point in Heavy-Tailed Dependent Observations (Q5201471) (← links)
- Multiscale Change Point Inference (Q5743255) (← links)
- The changepoint problem in a multinomial sequence (Q5750165) (← links)
- Estimation and identification of change points in panel models with nonstationary or stationary regressors and error term (Q5864456) (← links)
- Estimation of a Structural Break Point in Linear Regression Models (Q6150351) (← links)
- A Cramér-von Mises test for a class of mean time dependent CHARN models with application to change-point detection (Q6155083) (← links)
