Linear statistics in change‐point estimation and their asymptotic behaviour

DOI10.2307/3315330zbMath0879.62019OpenAlexW2067646594MaRDI QIDQ4344825

Andrew. L. Rukhin

Publication date: 1996

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3315330

zbMATH Keywords

change-point problemintegral operatorprior distributionBayes riskquadratic losslinear estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Bayesian inference (62F15)

Related Items (3)

A class of closeness criteria ⋮ The rates of convergence of Bayes estimators in change-point analysis ⋮ Change-Point Estimation as a Nonlinear Regression Problem

Cites Work

• Linear estimators in change point problems
• Change-point estimation: Linear statistics and asymptotic Bayes risk
• On a stochastic difference equation and a representation of non–negative infinitely divisible random variables
• A diffusion process and its applications to detecting a change in the drift of Brownian motion
• Confidence regions and tests for a change-point in a sequence of exponential family random variables
• The problem of the Nile: Conditional solution to a changepoint problem
• Inference about the change-point in a sequence of binomial variables
• Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time

This page was built for publication: Linear statistics in change‐point estimation and their asymptotic behaviour