scientific article; zbMATH DE number 4119412

zbMATH Open0683.62016MaRDI QIDQ4733237FDOQ4733237

Authors: Ts. G. Khakhubia 

Publication date: 1989

Title of this publication is not available (Why is that?)

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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)

Cited In (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
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• Estimation of a change-point in the mean function of functional data
• Change-point estimation under adaptive sampling
• Change-point estimation from indirect observations. 2. Adaptation
• Title not available (Why is that?)
• Estimating a changed segment in a sample
• Estimation of change-point models
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• Optimal change-point estimation in time series
• 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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