Barankin-Type Lower Bound on Multiple Change-Point Estimation

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

The Barankin bound and threshold behavior in frequency estimation

This correspondence presents the Barankin bound as a fundamental statistical tool for the understanding of the threshold effect associated with the estimation of the frequency of a sinusoid in additive white Gaussian noise. It is shown that the threshold effect takes hold whenever the Barankin bound departs significantly from the Cramer–Rao bound. In terms of the signal-to-noise ratio (SNR) and...

متن کامل

The Chapman-Robbins type lower bound for the Quantum Estimation

The quantum estimation is a problem to estimate the physical state of a quantum system, whose framework is made by Helstrom [3]. In this problem, the true value of the parameter of a prepared physical system is estimated. A goodness of an estimator is defined and we can evaluate the goodness of estimators. For example, an estimator might be better if the mean is closer to the true value of the ...

متن کامل

Estimation and comparison of multiple change-point models

This paper provides a new Bayesian approach for models with multiple change points. The centerpiece of the approach is a formulation of the change-point model in terms of a latent discrete state variable that indicates the regime from which a particular observation has been drawn. This state variable is specified to evolve according to a discrete-time discrete-state Markov process with the tran...

متن کامل

Nonparametric Multiple Change Point Estimation in Highly Dependent Time Series

Given a heterogeneous time-series sample, it is required to find the points in time (called change points) where the probability distribution generating the data has changed. The data is assumed to have been generated by arbitrary, unknown, stationary ergodic distributions. No modelling, independence or mixing assumptions are made. A novel, computationally efficient, nonparametric method is pro...

متن کامل

Hazard Change Point Estimation

In survival analysis or reliability and maintenance studies, hazard-rate function plays an important role, since it describes the instantaneous failure probability given that the individual survived or the item has not failed up to that instance. Sudden changes in the hazard function may occur due to overhauls, treatment effects or maintenance activities. A problem of statistical interest is th...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: IEEE Transactions on Signal Processing

سال: 2010

ISSN: 1053-587X,1941-0476

DOI: 10.1109/tsp.2010.2064771