Asymptotic distribution of the jump change-point estimator

DOI10.1007/s11401-012-0708-1zbMath1252.62009OpenAlexW2091521699MaRDI QIDQ692763

Baiqi Miao, Hui-Fang Niu, Chang-Chun Tan

Publication date: 6 December 2012

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

Full work available at URL: https://doi.org/10.1007/s11401-012-0708-1

zbMATH Keywords

local alternative hypotheses

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Inference from stochastic processes (62M99)

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• Maximum likelihood estimation of a change-point for exponentially distributed random variables.
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