Other Change Point Models

Jie Chen () and Arjun K. Gupta ()
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Jie Chen: University of Missouri-Kansas City, Department of Mathematics and Statistics
Arjun K. Gupta: Bowling Green State University, Department of Mathematics and Statistics

Chapter Chapter 9 in Parametric Statistical Change Point Analysis, 2012, pp 215-255 from Springer

Abstract: Abstract Many investigations of change point models consider an abrupt change point or multiple abrupt change points in the parameters of various distributions such as the ones discussed in previous chapters of this monograph. One of the reasons for such consideration is that an abrupt change or multiple abrupt change points are commonly occurring changes in many models across from different disciplines.

Keywords: Change Point; Maximum Likelihood Estimator; Exponential Family; Generalize Likelihood Ratio; Edgeworth Expansion (search for similar items in EconPapers)
Date: 2012
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DOI: 10.1007/978-0-8176-4801-5_9

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