Change-point mle in the rate of exponential sequences with application to Indonesian seismological data

DOI10.1016/J.JSPI.2010.06.001zbMath1203.62015OpenAlexW1992547620MaRDI QIDQ710771

Elena A. Khapalova, Stergios B. Fotopoulos, Venkata K. Jandhyala

Publication date: 22 October 2010

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2010.06.001

zbMATH Keywords

likelihood ratiomaximum likelihoodrandom walk with negative driftrenewal measurechange-point estimateladder epochs

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Applications of statistics to environmental and related topics (62P12)

Related Items (1)

Inference for single and multiple change-points in time series

Cites Work

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• Inference about the change-point in a sequence of random variables
• Inference about the change-point from cumulative sum tests
• Time-ordered classification
• Maximum likelihood estimation of a change-point for exponentially distributed random variables.

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