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

DOI10.1007/BF00773352zbMATH Open0799.62027MaRDI QIDQ1335355FDOQ1335355

David B. Wolfson, Lawrence Joseph

Publication date: 7 November 1994

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

Recommendations

• Covariates in multipath change-point problems: Modelling and consistency of the MLE
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• Maximum likelihood estimation of a change-point in the distribution of independent random variables: general multiparameter case
• Asymptotic properties of maximum likelihood estimators in models with multiple change points
• Rate of convergence of the maximum likelihood estimate of a change-point

zbMATH Keywords

EM algorithmmaximum likelihood estimatorsmixture distributionsexampleshighway fatalitiesmulti-path change-point problemurea formaldehyde foam insulation

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Consistent Estimates Based on Partially Consistent Observations
• Nonparametric change-point estimation
• 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
• Title not available (Why is that?)
• The problem of the Nile: Conditional solution to a changepoint problem
• An Iterative Procedure for Obtaining Maximum-Likelihood Estimates of the Parameters for a Mixture of Normal Distributions
• Title not available (Why is that?)
• Inference about the change-point in a sequence of random variables
• Note on the Consistency of the Maximum Likelihood Estimate
• Note on the consistency of the maximum likelihood estimate for nonidentifiable distributions
• Confidence regions and tests for a change-point in a sequence of exponential family random variables
• Estimation in multi-path change-point problems

Cited In (27)

• Maximum likelihood estimation of multiple change points
• A comparison of unconditional and conditional solutions to the maximum likelihood estimation of a change-point.
• On the Singularities of the Information Matrix and Multipath Change-Point Problems
• Model-free classification of panel data via the ϵ-complexity theory
• Maximum likelihood estimation of a change-point in the distribution of independent random variables: general multiparameter case
• A computational method for the detection of activation/deactivation patterns in biological signals with three levels of electric intensity
• An Application of EM Algorithm to a Change-Point Problem
• Panel data segmentation under finite time horizon
• On marginal likelihood computation in change-point models
• A two-stage estimator for change point in the mean of panel data
• Structural breaks in panel data: Large number of panels and short length time series
• On CUSUM test for dynamic panel models
• Darling-Erdős limit results for change-point detection in panel data
• Cumulative sum estimator for change-point in panel data
• ASYMPTOTIC PROPERTIES OF THE CUSUM ESTIMATOR FOR THE TIME OF CHANGE IN LINEAR PANEL DATA MODELS
• Estimating a common break point in means for long-range dependent panel data
• Common breaks in means and variances for panel data
• Change‐point detection in panel data
• GENERALIZED LAPLACE INFERENCE IN MULTIPLE CHANGE-POINTS MODELS
• Estimation in the multipath change point problem for correlated data
• Change-point problems: bibliography and review
• 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 for panel data under short-range dependence
• Statistical inference of covariance change points in gaussian model
• Activity pattern detection in electroneurographic and electromyogram signals through a heteroscedastic change-point method
• Covariates in multipath change-point problems: Modelling and consistency of the MLE

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