Estimating changes in a multi-parameter exponential family

DOI10.1080/03610928908830112MaRDI QIDQ3473078zbMATH OpenOpenAlexFDO

Authors Doyle L. Hawkins

Publication date 1989

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

Full work available at URL https://doi.org/10.1080/03610928908830112

zbMATH Keywords

likelihood ratio testmaximum likelihood estimatorstandardized tied-down Bessel processweak convergence

Mathematics Subject Classification ID

Point estimation (62F10)

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Cites work

• scientific article; zbMATH DE number 3826980 (Why is no real title available?)
• scientific article; zbMATH DE number 3484308 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• Inference about the change-point in a sequence of binomial variables
• Inference about the change-point in a sequence of random variables
• Testing a Sequence of Observations for a Shift in Location
• Testing and estimating change-points in time series
• Tests for a change-point

Cited in

(7)

• On the role of the overall effect in exponential families
• Approximations for the time of change and the power function in change-point models
• Detection of random change point in one-parameter exponential families
• Estimation methods for the LRD parameter under a change in the mean
• -divergence based procedure for parametric change-point problems
• Change points with linear trend in exponential family distribution
• scientific article; zbMATH DE number 4109849 (Why is no real title available?)

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