Local likelihood method in the problems related to change points

zbMath0719.62065MaRDI QIDQ2640282

Baiqi Miao, P. R. Krishnaiah, Lin Cheng Zhao

Publication date: 1990

Published in: Chinese Annals of Mathematics. Series B (Search for Journal in Brave)

zbMATH Keywords

meancovariancenumber of change pointslocal likelihood approachmultidimensional normal modelStrongly consistent estimators

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Point estimation (62F10) Foundations and philosophical topics in statistics (62A01)

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