The geometric convergence rate of the classical change-point estimate
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Publication:1004390
DOI10.1016/j.spl.2008.07.031zbMath1155.62013MaRDI QIDQ1004390
Publication date: 4 March 2009
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2008.07.031
62F12: Asymptotic properties of parametric estimators
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62F10: Point estimation
60G99: Stochastic processes
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Exact asymptotic distribution of change-point MLE for change in the mean of Gaussian se\-quences, Change point detection and estimation methods under gamma series of observations, On Hinkley's estimator: inference about the change point
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- Maximum likelihood estimation of a change-point for exponentially distributed random variables.