The limit distribution of dynamic programming estimators of multiple change points

zbMATH Open1113.62015MaRDI QIDQ5488430FDOQ5488430

Authors: O. V. Sugakova, R. E. Maiboroda 

Publication date: 19 September 2006

Full work available at URL: http://www.ams.org/tpms/2004-69-00/S0094-9000-05-00618-6/home.html

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zbMATH Keywords

dynamic programmingmaximum likelihood estimatemultiple change pointaveraged likelihood method

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic properties of nonparametric inference (62G20) Asymptotic distribution theory in statistics (62E20) Dynamic programming (90C39) Estimation and detection in stochastic control theory (93E10)

Cited In (5)

• Convergence in distribution of multiple change point estimators
• Probability maximizing approach to a secretary problem by random change-point of the distribution law of the observed process
• Title not available (Why is that?)
• The length of the interval of indeterminacy for the estimate of multiple change-points
• Limit theorems in change-point problems with multivariate long-range dependent observations

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