On limiting likelihood ratio processes of some change-point type statistical models

DOI10.1016/J.JSPI.2010.03.030zbMath1188.62132arXiv0907.0440OpenAlexW2963205483MaRDI QIDQ974514

Sergueï Dachian

Publication date: 3 June 2010

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

Full work available at URL: https://arxiv.org/abs/0907.0440

zbMATH Keywords

asymptotic efficiencymaximum likelihood estimatorlimiting distributionchange-pointBayesian estimatorsnon-regularitylimiting likelihood ratio processlimiting variance

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Non-Markovian processes: estimation (62M09) Parametric inference (62F99) Inference from stochastic processes (62M99)

Related Items (7)

Translation invariant statistical experiments with independent increments ⋮ On estimation errors in optical communication and location ⋮ Estimating discontinuous periodic signals in a time inhomogeneous diffusion ⋮ Estimating a periodicity parameter in the drift of a time inhomogeneous diffusion ⋮ On compound Poisson processes arising in change-point type statistical models as limiting likelihood ratios ⋮ On smooth change-point location estimation for Poisson processes ⋮ On a Poissonian change-point model with variable jump size

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