Covariates in multipath change-point problems: Modelling and consistency of the MLE

DOI10.2307/3316005zbMath0994.62017OpenAlexW2094170185MaRDI QIDQ4546730

Masoud Asgharian, David B. Wolfson

Publication date: 8 October 2002

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

Full work available at URL: https://doi.org/10.2307/3316005

zbMATH Keywords

consistencymaximum likelihoodcovariatesmixture distributions

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Point estimation (62F10)

Related Items (3)

Simultaneous variable selection and de-coarsening in multi-path change-point models ⋮ A Semiparametric Change-Point Regression Model for Longitudinal Observations ⋮ Q-Markov random probability measures and their posterior distributions.

Cites Work

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• Quick consistency of quasi maximum likelihood estimators
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• A Remark on the Roots of the Maximum Likelihood Equation
• Properties of Maximum Likelihood and Bayes’ Estimators for Non-Identically Distributed Observations
• A Mixture Model for Longitudinal Data with Application to Assessment of Noncompliance
• Estimation in the multipath change point problem for correlated data
• Asymptotic Properties of Maximum Likelihood Estimators for the Independent Not Identically Distributed Case
• Note on the Consistency of the Maximum Likelihood Estimate
• CONTINUOUS INSPECTION SCHEMES

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