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

Computational Statistics and Data Analysis

Volumn 34, Issue 3, 2000, Pages 315-334

  Jandhyala, Venkata K ^a   Fotopoulos, Stergios B ^a   Evaggelopoulos, Nicholas E ^a  

^a WASHINGTON STATE UNIVERSITY   (United States)

Author keywords

Change point; Maximum likelihood estimate; Random walk

Indexed keywords

COMPUTER SIMULATION; MAXIMUM LIKELIHOOD ESTIMATION; PROBLEM SOLVING;

CHANGE-POINT; RANDOM WALK;

RANDOM PROCESSES;

RANDOM WALK METHOD;

EID: 0034282349     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-9473(99)00102-4     Document Type: Article

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