Maximum likelihood estimation in the multi-path change-point problem
type: Item
instance of: scholarly article
title: Maximum likelihood estimation in the multi-path change-point problem
zbMATH Open document ID: 0799.62027
DOI: 10.1007/BF00773352
author: Lawrence Joseph
author: David B. Wolfson
published in: Annals of the Institute of Statistical Mathematics
publication date: 1994-11-07T00:00:00Z
Mathematics Subject Classification ID: 62F10
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 62P99
zbMATH DE Number: 646704
zbMATH Keywords: multi-path change-point problem
zbMATH Keywords: EM algorithm
zbMATH Keywords: mixture distributions
zbMATH Keywords: maximum likelihood estimators
zbMATH Keywords: examples
zbMATH Keywords: highway fatalities
zbMATH Keywords: urea formaldehyde foam insulation
MaRDI profile type: Publication
cites work: Q3794956
cites work: Nonparametric change-point estimation
cites work: The problem of the Nile: Conditional solution to a changepoint problem
cites work: Q4139463
cites work: Inference about the change-point in a sequence of random variables
cites work: Estimation in multi-path change-point problems
cites work: Consistency of the Maximum Likelihood Estimator in the Presence of Infinitely Many Incidental Parameters
cites work: Consistent Estimates Based on Partially Consistent Observations
cites work: An Iterative Procedure for Obtaining Maximum-Likelihood Estimates of the Parameters for a Mixture of Normal Distributions
cites work: Testing and estimating change-points in time series
cites work: Note on the consistency of the maximum likelihood estimate for nonidentifiable distributions
cites work: Mixture Densities, Maximum Likelihood and the EM Algorithm
cites work: Q3870176
cites work: Note on the Consistency of the Maximum Likelihood Estimate
cites work: Confidence regions and tests for a change-point in a sequence of exponential family random variables
description: scientific article; zbMATH DE number 646704