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RATE OF CONVERGENCE OF THE MAXIMUM LIKELIHOOD ESTIMATE OF A CHANGE-POINT

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References

1987Applied Probability and Queues2,704 cited
1986Comparison Methods for Queues and Other Stochastic Models.938 cited
1970Inference About the Change-Point in a Sequence of Random Variables831 cited
1987Approximating the Distribution of the Maximum Likelihood Estimate of the Change-Point in a Sequence of Independent Random Variables151 cited
1988Confidence Sets in Change-Point Problems117 cited
1994Some aspects of change-point analysis111 cited
1996Some asymptotic results for transient random walks100 cited
1987Maximum likelihood estimation of a change-point in the distribution of independent random variables: General multiparameter case89 cited
1999Capturing the distributional behaviour of the maximum likelihood estimator of a changepoint47 cited
2001Maximum likelihood estimation of a change-point for exponentially distributed random variables41 cited

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2013Inference for single and multiple change-points in time series16 cited

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