Change-point mle in the rate of exponential sequences with application to Indonesian seismological data

DOI10.1016/J.JSPI.2010.06.001zbMATH Open1203.62015OpenAlexW1992547620MaRDI QIDQ710771FDOQ710771

Authors Stergios Fotopoulos, Venkata Jandhyala, Elena A. Khapalova

Publication date 22 October 2010

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2010.06.001

zbMATH Keywords

maximum likelihoodlikelihood ratiorandom walk with negative driftrenewal measurechange-point estimateladder epochs

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Applications of statistics to environmental and related topics (62P12)

Recommendations

• Capturing the distributional behaviour of the maximum likelihood estimator of a changepoint
• Fitting multiple change-point models to data
• Maximum likelihood estimation of a change-point for exponentially distributed random variables.
• Rate of convergence of the maximum likelihood estimate of a change-point
• Maximum likelihood estimation of a change-point in the distribution of independent random variables: general multiparameter case

Cites work

• scientific article; zbMATH DE number 3835138 (Why is no real title available?)
• scientific article; zbMATH DE number 1048663 (Why is no real title available?)
• scientific article; zbMATH DE number 788249 (Why is no real title available?)
• A Note on the Convolution of the Uniform and Related Distributions and Their Use in Quality Control
• Asymptotic inference for a change-point Poisson process
• Asymptotically Optimal Solutions in the Change-Point Problem
• Capturing the distributional behaviour of the maximum likelihood estimator of a changepoint
• Confidence regions and tests for a change-point in a sequence of exponential family random variables
• Exact asymptotic distribution of change-point MLE for change in the mean of Gaussian se\-quences
• 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.
• Rate of convergence of the maximum likelihood estimate of a change-point
• The problem of the Nile: Conditional solution to a changepoint problem
• Time-ordered classification

Cited in

(1)

• Inference for single and multiple change-points in time series

This page was built for publication: Change-point mle in the rate of exponential sequences with application to Indonesian seismological data

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q710771)