Fausto Bernardini, Holly Rushmeier
Proceedings of SPIE - The International Society for Optical Engineering
A change-point model is considered where the canonical parameter of an exponential family drifts from its control value at an unknown time and changes according to a broken-line regression. Necessary and sufficient conditions are obtained for the existence of consistent change-point estimators. When sufficient conditions are met, it is shown that the maximum likelihood estimator of the change point is consistent, unlike the classical abrupt change-point models. Results are extended to the case of nonlinear trends and nonequidistant observations. © 2003 Elsevier B.V. All rights reserved.
Fausto Bernardini, Holly Rushmeier
Proceedings of SPIE - The International Society for Optical Engineering
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VTC Spring 2007
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Mathematics of Computation
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