Approximations for the time of change and the power function in change-point models

DOI10.1016/0378-3758(95)00025-9zbMath0848.62016OpenAlexW2142531619MaRDI QIDQ1918220

Edit Gombay, Lajos Horváth

Publication date: 18 July 1996

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(95)00025-9

zbMATH Keywords

weak convergenceasymptotic normalitymaximum likelihood estimatorexponential familypartial sumsmaximum likelihood ratio testchange-point modeltime of change

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric tests (62F05)

Related Items

Epidemic Change Model for the Exponential Family ⋮ ON EXACT INFERENCE FOR CHANGE IN A POISSON SEQUENCE ⋮ Estimators for the Time of Change in Linear Models ⋮ Change in the mean in the domain of attraction of the normal law via Darling-Erdős theorems ⋮ Unnamed Item ⋮ A semiparametric maximum likelihood ratio test for the change point in copula models ⋮ A changepoint statistic with uniform type I error probabilities ⋮ Change-point problems: bibliography and review ⋮ Limit theorems for kernel-type estimators for the time of change ⋮ Bayesian Estimation of Change Point in Inverse Weibull Sequence ⋮ The likelihood ratio method for testing changes in the parameters of double exponential observations

Cites Work

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