Estimation in multi-path change-point problems

DOI10.1080/03610929208830822MaRDI QIDQ3135623zbMATH OpenOpenAlexFDO

Authors Lawrence Joseph, David B. Wolfson

Publication date 11 October 1993

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610929208830822

Mathematics Subject Classification ID

Empirical decision procedures; empirical Bayes procedures (62C12) Point estimation (62F10) Bayesian inference (62F15)

Cites work

• A Bayesian approach to inference about a change-point in a sequence of random variables
• A Non-Parametric Approach to the Change-Point Problem
• Bootstrap methods: another look at the jackknife
• Conditional bootstrap methods in the mean-shift model
• Confidence Sets in Change-Point Problems
• Empirical Bayes Confidence Intervals Based on Bootstrap Samples
• Empirical bayes estimates using the nonparametric maximum likelihood estimate for the priort
• Inference about the change-point in a sequence of random variables
• Nonparametric change-point estimation
• Sampling-Based Approaches to Calculating Marginal Densities
• Some asymptotic theory for the bootstrap
• The Empirical Bayes Approach to Statistical Decision Problems
• The problem of the Nile: Conditional solution to a changepoint problem
• Theoretical comparison of bootstrap confidence intervals

Cited in

(25)

• Maximum likelihood estimation in the multi-path change-point problem
• Cumulative sum estimator for change-point in panel data
• Darling-Erdős limit results for change-point detection in panel data
• A two-stage estimator for change point in the mean of panel data
• On CUSUM test for dynamic panel models
• Change-point problems: bibliography and review
• Asymptotic properties of the CUSUM estimator for the time of change in linear panel data models
• Change-point problems in software and hardware reliability
• ON EXACT INFERENCE FOR CHANGE IN A POISSON SEQUENCE
• Covariates in multipath change-point problems: Modelling and consistency of the MLE
• Estimation in the multipath change point problem for correlated data
• Variance change-point detection in panel data models
• Common breaks in means for panel data under short-range dependence
• A new hybrid approach to panel data change point detection
• An evaluation of some methods used for determination of homogenous structural break point in mean of panel data
• Common breaks in means and variances for panel data
• Change-point detection in panel data
• Structural breaks in panel data: large number of panels and short length time series
• Estimation and identification of change points in panel models with nonstationary or stationary regressors and error term
• Model-free classification of panel data via the -complexity theory
• Joint estimation of gradual variance changepoint for panel data with common structures
• Estimating a common break point in means for long-range dependent panel data
• Change-point detection in Vector-Tensor linear model
• On spatio-temporal model with diverging number of thresholds and its applications in housing market
• Panel data segmentation under finite time horizon

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