Asymptotically optimal estimates in the smooth change-point problem

zbMATH Open1132.62310MaRDI QIDQ876764FDOQ876764

Authors: A. A. Borovkov, Yuliana Yu. Linke 

Publication date: 27 April 2007

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

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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

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