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A comparison of unconditional and conditional solutions to the maximum likelihood estimation of a change-point

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  • Jandhyala, Venkata K.
  • Fotopoulos, Stergios B.
  • Evaggelopoulos, Nicholas E.

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  • Jandhyala, Venkata K. & Fotopoulos, Stergios B. & Evaggelopoulos, Nicholas E., 2000. "A comparison of unconditional and conditional solutions to the maximum likelihood estimation of a change-point," Computational Statistics & Data Analysis, Elsevier, vol. 34(3), pages 315-334, September.
    • Handle: RePEc:eee:csdana:v:34:y:2000:i:3:p:315-334
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    References listed on IDEAS

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    1. Lee, Chung-Bow, 1998. "Bayesian analysis of a change-point in exponential families with applications," Computational Statistics & Data Analysis, Elsevier, vol. 27(2), pages 195-208, April.
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    Cited by:

    1. Li, Zheng & Zeng, Jingjing & Hensher, David A., 2023. "An efficient approach to structural breaks and the case of automobile gasoline consumption in Australia," Transportation Research Part A: Policy and Practice, Elsevier, vol. 169(C).
    2. Galeano, Pedro, 2007. "The use of cumulative sums for detection of changepoints in the rate parameter of a Poisson Process," Computational Statistics & Data Analysis, Elsevier, vol. 51(12), pages 6151-6165, August.
    3. Hothorn, Torsten & Lausen, Berthold, 2003. "On the exact distribution of maximally selected rank statistics," Computational Statistics & Data Analysis, Elsevier, vol. 43(2), pages 121-137, June.
    4. Kuhlisch Wiltrud, 2003. "Estimation of a Threshold-Value in the Context of Air Pollution and Health," Stochastics and Quality Control, De Gruyter, vol. 18(2), pages 241-249, January.
    5. Jandhyala, Venkata K. & Fotopoulos, Stergios B. & Hawkins, Douglas M., 2002. "Detection and estimation of abrupt changes in the variability of a process," Computational Statistics & Data Analysis, Elsevier, vol. 40(1), pages 1-19, July.
    6. Stergios B. Fotopoulos & Alex Paparas & Venkata K. Jandhyala, 2022. "Change point detection and estimation methods under gamma series of observations," Statistical Papers, Springer, vol. 63(3), pages 723-754, June.

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