Estimators for epidemic alternatives
Commentationes Mathematicae Universitatis Carolinae, Tome 36 (1995) no. 2, pp. 279-291
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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.
Classification :
62F05, 62F12, 62G05, 62G20, 62J05
Keywords: change point problem; estimators; linear models
Keywords: change point problem; estimators; linear models
@article{CMUC_1995__36_2_a8,
author = {Hu\v{s}kov\'a, Marie},
title = {Estimators for epidemic alternatives},
journal = {Commentationes Mathematicae Universitatis Carolinae},
pages = {279--291},
publisher = {mathdoc},
volume = {36},
number = {2},
year = {1995},
mrnumber = {1357530},
zbl = {0831.62024},
language = {en},
url = {http://geodesic.mathdoc.fr/item/CMUC_1995__36_2_a8/}
}
Hušková, Marie. Estimators for epidemic alternatives. Commentationes Mathematicae Universitatis Carolinae, Tome 36 (1995) no. 2, pp. 279-291. http://geodesic.mathdoc.fr/item/CMUC_1995__36_2_a8/