Asymptotic behavior of confidence regions in the change-point problem

DOI10.1016/S0378-3758(96)00076-6zbMath0877.62026MaRDI QIDQ1361757

Michael Baron, Andrew. L. Rukhin

Publication date: 23 November 1997

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

change-point problemexponential familyrandom walkcredible regionconfidence estimationinformation numbers

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Parametric tolerance and confidence regions (62F25) Asymptotic distribution theory in statistics (62E20)

Related Items (2)

Convergence rates of change-point estimators and tail probabilities of the first-passage-time process ⋮ Nonparametric adaptive change point estimation and on line detection

Cites Work

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• Sequential analysis. Tests and confidence intervals
• Confidence regions and tests for a change-point in a sequence of exponential family random variables
• On Random Walks in a Strip
• The problem of the Nile: Conditional solution to a changepoint problem
• Confidence Sets in Change-Point Problems
• Some Concepts of Dependence
• Inference about the change-point in a sequence of random variables
• Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time

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