Asymptotic behavior of confidence regions in the change-point problem
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Publication:1361757
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)
change-point problem; exponential family; random walk; credible region; confidence estimation; information numbers
62F12: Asymptotic properties of parametric estimators
62F25: Parametric tolerance and confidence regions
62E20: Asymptotic distribution theory in statistics
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Convergence rates of change-point estimators and tail probabilities of the first-passage-time process, Nonparametric adaptive change point estimation and on line detection
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