Maximum likelihood estimation of multiple change points

From MaRDI portal
Publication:3212115

DOI10.1093/biomet/77.3.563zbMath0724.62025OpenAlexW2067125300MaRDI QIDQ3212115

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/77.3.563




Related Items (22)

Semiparametric tests for change-points with epidemic alternativesApplication of modified information criterion to multiple change point problemsEstimating the joint distribution of independent categorical variables via model selectionOptimal method in multiple regression with structural changesDetection and estimation of multiple transient changesShift detection in two-way arraysConvergence in distribution of multiple change point estimatorsAsymptotic properties of maximum likelihood estimators in models with multiple change pointsAsymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change pointsA computational method for the detection of activation/deactivation patterns in biological signals with three levels of electric intensityAsymptotic properties of \(M\)-estimators based on estimating equations and censored data in semi-parametric models with multiple change pointsDiscussion on “Change-Points: From Sequential Detection to Biology and Back” by David SiegmundA semiparametric maximum likelihood ratio test for the change point in copula modelsStatistical methods for DNA sequence segmentationEstimating the locations and number of change points by the sample-splitting methodSubsampling methods for genomic inferenceStrong approximation of multidimensional \(\mathbb P\)-\(\mathbb P\) plots processes by Gaussian processes with applications to statistical testsMultiple‐Changepoint Testing for an Alternating Segments Model of a Binary SequenceActivity pattern detection in electroneurographic and electromyogram signals through a heteroscedastic change-point methodSome Nonparametric Tests for Change-Point Detection Based on the ℙ-ℙ and ℚ-ℚ Plot ProcessesUnit root tests with a break in innovation variance.Asymptotic properties of semiparametric \(M\)-estimators with multiple change points




This page was built for publication: Maximum likelihood estimation of multiple change points