Asymptotically optimal estimates in the smooth change-point problem

zbMATH Open1132.62310MaRDI QIDQ876764FDOQ876764

A. A. Borovkov, Yuliana Yu. Linke

Publication date: 27 April 2007

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

zbMATH Keywords

change-pointBayes estimatesasymptotically optimal estimatessmooth change

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15)

Cited In (2)

• A change-point problem and inference for segment signals
• Asymptotically optimal estimators for moments of change

   Recommendations

• Asymptotically Optimal Solutions in the Change-Point Problem 👍 👎
• Estimation of a change in linear models 👍 👎
• On two estimates related to the change-point problem 👍 👎
• Title not available (Why is that?) 👍 👎
• Change-point estimation: Linear statistics and asymptotic Bayes risk 👍 👎

This page was built for publication: Asymptotically optimal estimates in the smooth change-point problem

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q876764)