An evaluation of change-point estimators for a sequence of normal observations with unknown parameters

DOI10.1080/03610918.2015.1115524zbMath1377.62180OpenAlexW2566032618MaRDI QIDQ5373860

Mario Beruvides, Jorge Garza-Venegas, María Temblador-Pérez, Alvaro Cordero Franco, Vìctor Gustavo Tercero-Gómez

Publication date: 27 October 2017

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2015.1115524

zbMATH Keywords

robustnessCUSUMMLEmaximum likelihood estimatorsunknown parametersBartlett's testchange-point estimators

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10) Non-Markovian processes: hypothesis testing (62M07)

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