scientific article; zbMATH DE number 788249

MaRDI QIDQ4844360zbMATH OpenFDO

Authors Inchi Hu, Andrew L. Rukhin

Publication date 12 November 1995

zbMATH Keywords

asymptotic minimaxitychange-point estimation problemexponential familylimit of the maximum of error probabilitieslower boundmaximum likelihood estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12)

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• Detection and estimation of multiple transient changes
• Exact distribution of change-point MLE for a multivariate normal sequence
• Change-point mle in the rate of exponential sequences with application to Indonesian seismological data
• Cramer-Rao lower bounds for change points in additive and multiplicative noise
• Exact asymptotic distribution of change-point MLE for change in the mean of Gaussian se\-quences

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