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On the adaptive estimation of change points

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Part of the Lecture Notes in Mathematics book series (LNM,volume 1412)

Keywords

  • Change Point
  • Maximum Likelihood Estimator
  • Wiener Process
  • Nuisance Parameter
  • Conventional Model

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References

  1. Ibragimov I.A., Khas'minskii R.E. Asymptotic estimation theory. M. Nauka, 1979, 528 p. (in Russian).

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  2. Billingsley P. Convergence of probability measures.-J.Wiley & Sons Inc., New York-London-Sydney-Toronto.

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  3. Hahubia Ts.G. Limit theorem for maximum likelihood estimation of change points.-Teor. Veroyath. Primen., 1986, v.XXXI, N 1, 152–155 (in Russian).

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  4. Liptser R.Sh., Shiryayev A.N. Functional limit theorem for semimartingales.-Teor. Veroyatn. Primen., 1980, v.XXV, N 4, 683–703 (in Russian).

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  5. Nadaraya E.A. On mean square estimator of some non-parametric distribution density estimators.-In: Teor. Veroyatn. Mat. Stat., v.10, Kiev, 1976, 116–128 (in Russian).

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© 1989 Springer-Verlag

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Hahubia, T.G. (1989). On the adaptive estimation of change points. In: Kalashnikov, V.V., Zolotarev, V.M. (eds) Stability Problems for Stochastic Models. Lecture Notes in Mathematics, vol 1412. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0084163

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  • DOI: https://doi.org/10.1007/BFb0084163

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-51948-5

  • Online ISBN: 978-3-540-46863-9

  • eBook Packages: Springer Book Archive