Estimating non-simultaneous changes in the mean of vectors

DOI10.1007/s00184-018-0671-2zbMath1407.62071OpenAlexW2884953659MaRDI QIDQ1669886

Daniela Jarušková

Publication date: 4 September 2018

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-018-0671-2

zbMATH Keywords

asymptotic distributionestimators of change pointscorrelated componentsshifts in mean of vectors

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) General nonlinear regression (62J02)

Related Items (1)

Special issue with papers from the ``3rd workshop on goodness-of-fit and change-point problems

Cites Work

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• Detecting non-simultaneous changes in means of vectors
• Exact asymptotic distribution of change-point MLE for change in the mean of Gaussian se\-quences
• Approximating the distribution of the maximum likelihood estimate of the change-point in a sequence of independent random variables
• The location of the maximum and asymmetric two-sided Brownian motion with triangular drift
• Testing for multiple change points
• Inference for single and multiple change-points in time series
• The minimum of an additive process with applications to signal estimation and storage theory
• Estimating and Testing Linear Models with Multiple Structural Changes
• Maximum likelihood estimation of a change-point for exponentially distributed random variables.

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