On two estimates related to the change-point problem

DOI10.3103/S1066530712010024zbMath1308.62060arXiv1112.3729OpenAlexW2159698924MaRDI QIDQ2261911

Farida N. Enikeeva

Publication date: 13 March 2015

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1112.3729

zbMATH Keywords

change-point problemrelative efficiencywhite noise model

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Estimation and detection in stochastic control theory (93E10) Sequential estimation (62L12)

Cites Work

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• On tests for detecting change in mean
• Change-point estimators in case of small disorders
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• Asymptotic Analysis of Some Estimates In the a Posteriori “Disorder” Problem
• Minimax Methods for Multihypothesis Sequential Testing and Change-Point Detection Problems
• The minimum of an additive process with applications to signal estimation and storage theory
• A Shift of the Mean Level in a Sequence of Independent Normal Random Variables: A Bayesian Approach
• Inference about the change-point in a sequence of random variables
• Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time

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