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- Title
Covariates in multipath change-point problems: Modelling and consistency of the MLE.
- Authors
Asgharian, Masoud; Wolfson, David B.
- Abstract
The article discusses the impact of covariates on multiple change-point problems and the parameters, as well as maximum likelihood estimation (MLE) and the establishment of the consistency of the maximum likelihood estimators. It introduces multipath change-point problems, describes a latent Markov structure in change-point problems, needed for the modeling approach, and shows the specification of change-point models through the hazard of change.
- Subjects
CHANGE-point problems; MAXIMUM likelihood statistics; MARKOV processes; MIXTURE distributions (Probability theory); STATISTICS
- Publication
Canadian Journal of Statistics, 2001, Vol 29, Issue 4, p515
- ISSN
0319-5724
- Publication type
Article
- DOI
10.2307/3316005