Estimation in multi-path change-point problems

DOI10.1080/03610929208830822zbMath0800.62040OpenAlexW2002108394MaRDI QIDQ3135623

David B. Wolfson, Lawrence Joseph

Publication date: 11 October 1993

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929208830822

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Empirical decision procedures; empirical Bayes procedures (62C12)

Related Items (21)

Maximum likelihood estimation in the multi-path change-point problem ⋮ ON EXACT INFERENCE FOR CHANGE IN A POISSON SEQUENCE ⋮ Covariates in multipath change-point problems: Modelling and consistency of the MLE ⋮ Change-point problems in software and hardware reliability ⋮ Common breaks in means for panel data under short-range dependence ⋮ A new hybrid approach to panel data change point detection ⋮ An evaluation of some methods used for determination of homogenous structural break point in mean of panel data ⋮ Cumulative sum estimator for change-point in panel data ⋮ Darling-Erdős limit results for change-point detection in panel data ⋮ Panel data segmentation under finite time horizon ⋮ Estimation in the multipath change point problem for correlated data ⋮ ASYMPTOTIC PROPERTIES OF THE CUSUM ESTIMATOR FOR THE TIME OF CHANGE IN LINEAR PANEL DATA MODELS ⋮ Change‐point detection in panel data ⋮ Variance change-point detection in panel data models ⋮ Common breaks in means and variances for panel data ⋮ A two-stage estimator for change point in the mean of panel data ⋮ On CUSUM test for dynamic panel models ⋮ Change-point problems: bibliography and review ⋮ Structural breaks in panel data: Large number of panels and short length time series ⋮ Estimation and identification of change points in panel models with nonstationary or stationary regressors and error term ⋮ Model-free classification of panel data via the ϵ-complexity theory

Cites Work

• A Non-Parametric Approach to the Change-Point Problem
• Nonparametric change-point estimation
• Theoretical comparison of bootstrap confidence intervals
• Some asymptotic theory for the bootstrap
• Bootstrap methods: another look at the jackknife
• Sampling-Based Approaches to Calculating Marginal Densities
• Conditional bootstrap methods in the mean-shift model
• Empirical Bayes Confidence Intervals Based on Bootstrap Samples
• Empirical bayes estimates using the nonparametric maximum likelihood estimate for the priort
• A Bayesian approach to inference about a change-point in a sequence of random variables
• The problem of the Nile: Conditional solution to a changepoint problem
• Confidence Sets in Change-Point Problems
• The Empirical Bayes Approach to Statistical Decision Problems
• Inference about the change-point in a sequence of random variables

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