Asymptotic behavior of confidence regions in the change-point problem

DOI10.1016/S0378-3758(96)00076-6MaRDI QIDQ1361757zbMATH OpenFDO

Authors 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

random walkchange-point problemexponential familycredible regionconfidence estimationinformation numbers

Mathematics Subject Classification ID

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

Recommendations

• Convergence rates of change-point estimators and tail probabilities of the first-passage-time process
• Confidence Sets in Change-Point Problems
• scientific article; zbMATH DE number 4109849
• Graphically based interval estimation for the change-point
• Asymptotics and confidence estimation in segmented regression models

Cites work

• scientific article; zbMATH DE number 44577 (Why is no real title available?)
• scientific article; zbMATH DE number 1487659 (Why is no real title available?)
• scientific article; zbMATH DE number 3406955 (Why is no real title available?)
• Confidence Sets in Change-Point Problems
• Confidence regions and tests for a change-point in a sequence of exponential family random variables
• Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time
• Inference about the change-point in a sequence of random variables
• On Random Walks in a Strip
• Sequential analysis. Tests and confidence intervals
• Some Concepts of Dependence
• The problem of the Nile: Conditional solution to a changepoint problem

Cited in

(6)

• Convergence rates of change-point estimators and tail probabilities of the first-passage-time process
• Confidence Sets in Change-Point Problems
• Asymptotics and confidence estimation in segmented regression models
• scientific article; zbMATH DE number 4109849 (Why is no real title available?)
• Confidence distributions for change-points and regime shifts
• Nonparametric adaptive change point estimation and on line detection

This page was built for publication: Asymptotic behavior of confidence regions in the change-point problem

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1361757)