scientific article; zbMATH DE number 58690

MaRDI QIDQ4006966zbMATH OpenFDO

Authors N. Kligene

Publication date 27 September 1992

zbMATH Keywords

change-point problemdetection of abrupt changes in stochastic systemsmaximum likelihood estimaterecord times

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Non-Markovian processes: estimation (62M09)

Recommendations

• An application of the maximum likelihood test to the change-point problem
• Rate of convergence of the maximum likelihood estimate of a change-point
• On Hinkley's estimator: inference about the change point
• Testing and estimating change-points in time series
• Asymptotically Optimal Solutions in the Change-Point Problem

Cited in

(1)

• Ecological change points: the strength of density dependence and the loss of history

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