On Hinkley's estimator: inference about the change point
DOI10.1016/J.SPL.2007.02.011zbMATH Open1128.62094OpenAlexW2014908025MaRDI QIDQ2467377FDOQ2467377
Authors: Stergios Fotopoulos, Venkata Jandhyala 
Publication date: 21 January 2008
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2007.02.011
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Cites Work
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- Inference about the change-point in a sequence of random variables
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- Wiener – hopf factorization revisited and some applications
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- Rate of convergence of the maximum likelihood estimate of a change-point
- Capturing the distributional behaviour of the maximum likelihood estimator of a changepoint
- Maximum likelihood estimation of a change-point for exponentially distributed random variables.
- The geometric convergence rate of the classical change-point estimate
- The exponential rate of convergence of the distribution of the maximum of a random walk
Cited In (7)
- Maximum likelihood estimation of a change-point for exponentially distributed random variables.
- Rate of convergence of the maximum likelihood estimate of a change-point
- Title not available (Why is that?)
- Approximating the distribution of the maximum likelihood estimate of the change-point in a sequence of independent random variables
- A fast algorithm for short term electric load forecasting by a hidden semi-markov process
- Exact asymptotic distribution of change-point MLE for change in the mean of Gaussian se\-quences
- Asymptotic study of the change-point mle in multivariate Gaussian families under contiguous alternatives
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