Maximum likelihood estimation in the multi-path change-point problem

DOI10.1007/BF00773352zbMath0799.62027MaRDI QIDQ1335355

David B. Wolfson, Lawrence Joseph

Publication date: 7 November 1994

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

EM algorithmmaximum likelihood estimatorsexamplesmixture distributionshighway fatalitiesmulti-path change-point problemurea formaldehyde foam insulation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Point estimation (62F10) Applications of statistics (62P99)

Related Items (19)

Covariates in multipath change-point problems: Modelling and consistency of the MLE ⋮ 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 ⋮ Cumulative sum estimator for change-point in panel data ⋮ Darling-Erdős limit results for change-point detection in panel data ⋮ Panel data segmentation under finite time horizon ⋮ Estimation in the multipath change point problem for correlated data ⋮ ASYMPTOTIC PROPERTIES OF THE CUSUM ESTIMATOR FOR THE TIME OF CHANGE IN LINEAR PANEL DATA MODELS ⋮ A computational method for the detection of activation/deactivation patterns in biological signals with three levels of electric intensity ⋮ Change‐point detection in panel data ⋮ Common breaks in means and variances for panel data ⋮ Activity pattern detection in electroneurographic and electromyogram signals through a heteroscedastic change-point method ⋮ A two-stage estimator for change point in the mean of panel data ⋮ On CUSUM test for dynamic panel models ⋮ Statistical inference of covariance change points in gaussian model ⋮ Change-point problems: bibliography and review ⋮ Structural breaks in panel data: Large number of panels and short length time series ⋮ Model-free classification of panel data via the ϵ-complexity theory

Cites Work

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• Nonparametric change-point estimation
• Note on the consistency of the maximum likelihood estimate for nonidentifiable distributions
• Estimation in multi-path change-point problems
• Consistency of the Maximum Likelihood Estimator in the Presence of Infinitely Many Incidental Parameters
• Mixture Densities, Maximum Likelihood and the EM Algorithm
• Testing and estimating change-points in time series
• Confidence regions and tests for a change-point in a sequence of exponential family random variables
• An Iterative Procedure for Obtaining Maximum-Likelihood Estimates of the Parameters for a Mixture of Normal Distributions
• The problem of the Nile: Conditional solution to a changepoint problem
• Inference about the change-point in a sequence of random variables
• Consistent Estimates Based on Partially Consistent Observations
• Note on the Consistency of the Maximum Likelihood Estimate

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