A comparison of unconditional and conditional solutions to the maximum likelihood estimation of a change-point.

DOI10.1016/S0167-9473(99)00102-4zbMath1043.62016OpenAlexW1999854570MaRDI QIDQ1583196

N. E. Evaggelopoulos, Stergios B. Fotopoulos, Venkata K. Jandhyala

Publication date: 26 October 2000

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-9473(99)00102-4

zbMATH Keywords

random walkmaximum likelihood estimateChange-point

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12)

Related Items (5)

Change point detection and estimation methods under gamma series of observations ⋮ On the exact distribution of maximally selected rank statistics ⋮ Estimation of a Threshold-Value in the Context of Air Pollution and Health ⋮ The use of cumulative sums for detection of changepoints in the rate parameter of a Poisson process ⋮ Detection and estimation of abrupt changes in the variability of a process

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• Applied Probability and Queues
• Confidence Sets in Change-Point Problems
• Inference about the change-point in a sequence of random variables
• Time-ordered classification
• THE TIME INTERVALS BETWEEN INDUSTRIAL ACCIDENTS

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