Locating a changed segment in a sequence of Bernoulli variables

DOI10.1093/biomet/77.2.295zbMath0714.62019OpenAlexW2091735369MaRDI QIDQ3200383

Yun-Xin Fu, R. N. Curnow

Publication date: 1990

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/77.2.295

zbMATH Keywords

Markov chainrecurrence equationsprotein structurelog likelihood ratiochanged segmentdistribution of the maximum likelihood estimatorsequence of independent Bernoulli variablestwo change points problem

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Exact distribution theory in statistics (62E15)

Related Items (7)

Pattern matching between two non-aligned random sequences ⋮ Optimal method in multiple regression with structural changes ⋮ Shift detection in two-way arrays ⋮ Asymptotic properties of maximum likelihood estimators in models with multiple change points ⋮ Asymptotic properties of \(M\)-estimators based on estimating equations and censored data in semi-parametric models with multiple change points ⋮ Estimating the locations and number of change points by the sample-splitting method ⋮ Developments of the Markov chain approach within the distribution theory of runs.

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