Asymptotic properties of maximum likelihood estimators in models with multiple change points
نویسندگان
چکیده
منابع مشابه
Asymptotic Properties of Maximum Likelihood Estimators in Models with Multiple Change Points
Models with multiple change points are used in many fields; however, the theoretical properties of maximum likelihood estimators of such models have received relatively little attention. The goal of this paper is to establish the asymptotic properties of maximum likelihood estimators of the parameters of a multiple-change-point model for a general class of models in which the form of the distri...
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ژورنال
عنوان ژورنال: Bernoulli
سال: 2010
ISSN: 1350-7265
DOI: 10.3150/09-bej232