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Barankin lower bound for change-points in independent sequences.

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Advanced Statistical Process Monitoring Statistical Methods and Inference Distributed Sensor Networks and Detection Algorithms

Abstract

In this paper, the computation of the Barankin bound (BRB) for an unbiased estimator of the step location for an independent discrete-time signal is proposed. In the derivation of the change-point BRB for different observation vector distributions the usual Gaussian case is first considered. Simulation results show that the BRB provides a reasonable lower bound for the estimated mean square errors (MSE) of the change-point maximum likelihood estimator (MLE).

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2019A Hybrid Lower Bound for Parameter Estimation of Signals With Multiple Change-Points 2015Weiss-Weinstein bound for change-point estimation

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