Maximum likelihood estimation in the multi-path change-point problem
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Cites work
- scientific article; zbMATH DE number 4060392 (Why is no real title available?)
- scientific article; zbMATH DE number 3673391 (Why is no real title available?)
- scientific article; zbMATH DE number 3567782 (Why is no real title available?)
- An Iterative Procedure for Obtaining Maximum-Likelihood Estimates of the Parameters for a Mixture of Normal Distributions
- Confidence regions and tests for a change-point in a sequence of exponential family random variables
- Consistency of the Maximum Likelihood Estimator in the Presence of Infinitely Many Incidental Parameters
- Consistent Estimates Based on Partially Consistent Observations
- Estimation in multi-path change-point problems
- Inference about the change-point in a sequence of random variables
- Mixture Densities, Maximum Likelihood and the EM Algorithm
- Nonparametric change-point estimation
- Note on the Consistency of the Maximum Likelihood Estimate
- Note on the consistency of the maximum likelihood estimate for nonidentifiable distributions
- Testing and estimating change-points in time series
- The problem of the Nile: Conditional solution to a changepoint problem
Cited in
(27)- On CUSUM test for dynamic panel models
- Structural breaks in panel data: large number of panels and short length time series
- Change-point detection in panel data
- On marginal likelihood computation in change-point models
- Estimating a common break point in means for long-range dependent panel data
- GENERALIZED LAPLACE INFERENCE IN MULTIPLE CHANGE-POINTS MODELS
- An Application of EM Algorithm to a Change-Point Problem
- Darling-Erdős limit results for change-point detection in panel data
- A two-stage estimator for change point in the mean of panel data
- A computational method for the detection of activation/deactivation patterns in biological signals with three levels of electric intensity
- Change-point problems: bibliography and review
- On the Singularities of the Information Matrix and Multipath Change-Point Problems
- Common breaks in means and variances for panel data
- A new hybrid approach to panel data change point detection
- Estimation in the multipath change point problem for correlated data
- Statistical inference of covariance change points in gaussian model
- Panel data segmentation under finite time horizon
- Cumulative sum estimator for change-point in panel data
- Maximum likelihood estimation of a change-point in the distribution of independent random variables: general multiparameter case
- Activity pattern detection in electroneurographic and electromyogram signals through a heteroscedastic change-point method
- Model-free classification of panel data via the \(\epsilon\)-complexity theory
- Maximum likelihood estimation of multiple change points
- Asymptotic properties of the CUSUM estimator for the time of change in linear panel data models
- 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
- A comparison of unconditional and conditional solutions to the maximum likelihood estimation of a change-point.
- Covariates in multipath change-point problems: Modelling and consistency of the MLE
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