Estimation in the multipath change point problem for correlated data (Q4883617): Difference between revisions

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+Q4139463
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+Change-Point Problem with Correlated Observations, with an Application in Material Accountancy
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+Inference about the change-point in a sequence of binomial variables
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+Estimation in multi-path change-point problems
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+Maximum likelihood estimation in the multi-path change-point problem
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+Q3364338
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+Consistency of the Maximum Likelihood Estimator in the Presence of Infinitely Many Incidental Parameters
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+EMPIRICAL BAYES ESTIMATION FOR FIRST-ORDER AUTOREGRESSIVE PROCESSES
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+Multivariate Normal Mixtures: A Fast Consistent Method of Moments
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+An Iterative Procedure for Obtaining Maximum-Likelihood Estimates of the Parameters for a Mixture of Normal Distributions
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+A Non-Parametric Approach to the Change-Point Problem
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+Testing and estimating change-points in time series
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+Note on the consistency of the maximum likelihood estimate for nonidentifiable distributions
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+A Bayesian approach to inference about a change-point in a sequence of random variables
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+Likelihood Ratio Tests for a Change in the Multivariate Normal Mean
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+The effect of serial correlation on tests for parameter change at unknown time
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+Q3790455
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+Estimation of a Parameter When the Number of Unknown Parameters Increases Indefinitely with the Number of Observations
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+Note on the Consistency of the Maximum Likelihood Estimate
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+Confidence regions and tests for a change-point in a sequence of exponential family random variables
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+On the Identifiability of Finite Mixtures
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