| Title:
|
Estimators for epidemic alternatives (English) |
| Author:
|
Hušková, Marie |
| Language:
|
English |
| Journal:
|
Commentationes Mathematicae Universitatis Carolinae |
| ISSN:
|
0010-2628 (print) |
| ISSN:
|
1213-7243 (online) |
| Volume:
|
36 |
| Issue:
|
2 |
| Year:
|
1995 |
| Pages:
|
279-291 |
| . |
| Category:
|
math |
| . |
| Summary:
|
We introduce and study the behavior of estimators of changes in the mean value of a sequence of independent random variables in the case of so called epidemic alternatives which is one of the variants of the change point problem. The consistency and the limit distribution of the estimators developed for this situation are shown. Moreover, the classical estimators used for `at most change' are examined for the studied situation. (English) |
| Keyword:
|
change point problem |
| Keyword:
|
estimators |
| Keyword:
|
linear models |
| MSC:
|
62F05 |
| MSC:
|
62F12 |
| MSC:
|
62G05 |
| MSC:
|
62G20 |
| MSC:
|
62J05 |
| idZBL:
|
Zbl 0831.62024 |
| idMR:
|
MR1357530 |
| . |
| Date available:
|
2009-01-08T18:17:59Z |
| Last updated:
|
2012-04-30 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/118757 |
| . |
| Reference:
|
[1] Antoch J., Hušková M.: Change point problem.Computational Aspects of Model Choice Antoch J. Physica Verlag, Heidelberg, 1992 11-38. MR 1210549 |
| Reference:
|
[2] Antoch J., Hušková M.: Procedures for the detection of multiple changes in series of independent observations.Proceedings of the $5^{\hskip 1 pt {th}}$ Prague Symposium on Asymptotic Statistics Hušková M. and Mandl P. Physica Verlag, Heidelberg, 1994 3-20. MR 1311925 |
| Reference:
|
[3] Antoch J., Hušková M.: Tests and estimators for epidemic alternatives.submitted, 1994. |
| Reference:
|
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| Reference:
|
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| Reference:
|
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| Reference:
|
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| Reference:
|
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| Reference:
|
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| Reference:
|
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| Reference:
|
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| Reference:
|
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| Reference:
|
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| Reference:
|
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| Reference:
|
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| Reference:
|
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| . |
