Asymptotically optimal estimates in the smooth change-point problem

MaRDI QIDQ876764zbMATH OpenFDO

Authors 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)

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(3)

• A change-point problem and inference for segment signals
• On two estimates related to the change-point problem
• Asymptotically optimal estimators for moments of change

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