scientific article; zbMATH DE number 4119412

MaRDI QIDQ4733237zbMATH OpenFDO

Authors Ts. G. Khakhubia

Publication date 1989

zbMATH Keywords

change point estimationadaptive estimationcontiguous distributionssemi- parametric modelsfinite sequence of independent observationsnormalized maximum likelihood estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric estimation (62G05) Asymptotic distribution theory in statistics (62E20) Robustness and adaptive procedures (parametric inference) (62F35)

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(18)

• The limit distribution of dynamic programming estimators of multiple change points
• A DESIGN OF ADAPTIVE EXPONENTIAL SMOOTHING USING A CHANGE DETECTION STATISTIC
• An evaluation of change-point estimators for a sequence of normal observations with unknown parameters
• Adaptive sampling for detecting a change point in the past
• Estimation of a change-point in the mean function of functional data
• scientific article; zbMATH DE number 788249 (Why is no real title available?)
• Change-point estimation under adaptive sampling
• Change-point estimation from indirect observations. 2. Adaptation
• scientific article; zbMATH DE number 4086773 (Why is no real title available?)
• Estimating a changed segment in a sample
• Estimation of change-point models
• scientific article; zbMATH DE number 7448681 (Why is no real title available?)
• Optimal change-point estimation in time series
• scientific article; zbMATH DE number 2205586 (Why is no real title available?)
• On asymptotic description of a probabilistic change-point model for a two-state discrete Markov process
• Algorithms for estimating the change-point of a Gaussian sequence and determining the variance of the estimate obtained
• On two estimates related to the change-point problem
• Estimating the number of change-points via Schwarz' criterion

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