Linear estimators in change point problems

DOI10.1214/AOS/1176325497MaRDI QIDQ1339693zbMATH OpenOpenAlexFDO

Authors J. A. Hartigan

Publication date 5 February 1995

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1176325497

zbMATH Keywords

adaptive shift estimatorsexpected sum of squared errorsleast squares estimatelinear estimators

Mathematics Subject Classification ID

Point estimation (62F10) Density estimation (62G07)

Recommendations

• Estimation of a change in linear models
• Change-point estimation: Linear statistics and asymptotic Bayes risk
• Change point estimation of the variance of linear processes
• Change-point estimator in gradually changing sequences

Cited in

(6)

• Adaptive and unbiased predictors in a change point regression model
• scientific article; zbMATH DE number 5957313 (Why is no real title available?)
• Estimators for the Time of Change in Linear Models
• Linear statistics in change‐point estimation and their asymptotic behaviour
• Inferences for the Linear Errors-in-Variables With Changepoint Mode
• Change Point Estimation of Multivariate Linear Profiles Under Linear Drift

This page was built for publication: Linear estimators in change point problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1339693)