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

asymptotically optimal estimatesBayes estimateschange-pointsmooth change

Mathematics Subject Classification ID

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

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(3)

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

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