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

DOI10.1016/j.jspi.2010.06.001zbMath1203.62015MaRDI QIDQ710771

Stergios B. Fotopoulos, Venkata K. 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

likelihood ratio; maximum likelihood; random walk with negative drift; renewal measure; change-point estimate; ladder epochs

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62E20: Asymptotic distribution theory in statistics

62P12: Applications of statistics to environmental and related topics

Related Items

Inference for single and multiple change-points in time series

Cites Work

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