Change-point estimators in case of small disorders

Author:

Ferger Dietmar

Publisher

Elsevier BV

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Reference17 articles.

1. The minimum of an additive process with applications to signal estimation and storage theory;Bhattacharya;Z. Wahrscheinlichkeitstheorie verw. Gebiete,1976

2. Maximum likelihood estimation of a change-point in the distribution of independent random variables: general multiparameter case;Bhattacharya;J. Multivariate Anal.,1987

3. Convergence of Probability Measures;Billingsley,1968

4. Nonparametric changepoint estimation;Carlstein;Ann. Statist.,1988

5. Estimating the current means of a normal distribution which is subjected tochanges in time;Chernoff;Ann. Math. Statist.,1964

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