Local likelihood method in the problems related to change points (Q2640282)
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scientific article; zbMATH DE number 4186902
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| English | Local likelihood method in the problems related to change points |
scientific article; zbMATH DE number 4186902 |
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Local likelihood method in the problems related to change points (English)
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1990
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Strongly consistent estimators for the number of change points and their locations are derived in a multidimensional normal model. Five cases are studied in which change points occur in different ways in the mean and/or covariance functions.
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local likelihood approach
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Strongly consistent estimators
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number of change points
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multidimensional normal model
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mean
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covariance
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0.8142123818397522
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0.8042382001876831
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