Exact distribution of change-point MLE for a multivariate normal sequence

DOI10.1007/S00362-024-01572-YMaRDI QIDQ6640116zbMATH OpenFDO

Authors Mohammad Esmail Dehghan Monfared

Publication date 18 November 2024

Published in Statistical Papers (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S00362-024-01572-Y

zbMATH Keywords

change-pointexact distributionmaximum likelihoodnormal sequence

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• Asymptotically Optimal Solutions in the Change-Point Problem
• Capturing the distributional behaviour of the maximum likelihood estimator of a changepoint
• Exact asymptotic distribution of change-point MLE for change in the mean of Gaussian se\-quences
• scientific article; zbMATH DE number 788249 (Why is no real title available?)
• Inference about the change-point from cumulative sum tests
• Inference about the change-point in a sequence of random variables
• Maximum likelihood estimation of a change-point for exponentially distributed random variables.
• Time-ordered classification

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