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

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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)

Cites Work

• Exact asymptotic distribution of change-point MLE for change in the mean of Gaussian se\-quences
• Title not available (Why is that?)
• The problem of the Nile: Conditional solution to a changepoint problem
• Inference about the change-point in a sequence of random variables
• Inference about the change-point from cumulative sum tests
• Confidence regions and tests for a change-point in a sequence of exponential family random variables
• Asymptotic inference for a change-point Poisson process
• A Note on the Convolution of the Uniform and Related Distributions and Their Use in Quality Control
• Title not available (Why is that?)
• Rate of convergence of the maximum likelihood estimate of a change-point
• Capturing the distributional behaviour of the maximum likelihood estimator of a changepoint
• Time-ordered classification
• Maximum likelihood estimation of a change-point for exponentially distributed random variables.
• Title not available (Why is that?)
• Asymptotically Optimal Solutions in the Change-Point Problem

Cited In (1)

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

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