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The distribution of the maximum likelihood estimates of the change point and their relation to random walks

Statistical inference for stochastic processes : an international journal devoted to time series analysis and the statistics of continuous time processes and dynamic systems, 2024-07, Vol.27 (2), p.335-372

Fotopoulos, Stergios B.

2024

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Minimizing online retailers’ revenue loss under a time-varying willingness-to-pay distribution

International journal of production economics, 2023-03, Vol.257, p.108767, Article 108767

2023

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Assessing Change-Points in Surface Air Temperature Over Alaska

Frontiers in environmental science, 2018-10, Vol.6

2018

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Adaptive parametric change point inference under covariance structure changes

Statistical papers (Berlin, Germany), 2024-07, Vol.65 (5), p.2887-2913

2024

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Maximum likelihood estimation of a change point for Poisson distributed data

Model assisted statistics and applications, 2023-12, Vol.18 (4), p.347-358

2023

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Change point detection and estimation methods under gamma series of observations

Statistical papers (Berlin, Germany), 2022-06, Vol.63 (3), p.723-754

2022

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Multivariate generalized hyperbolic laws for modeling financial log‐returns: Empirical and theoretical considerations

Applied stochastic models in business and industry, 2020-09, Vol.36 (5), p.757-775

2020

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Rejoinder to “Multivariate generalized hyperbolic laws for modeling financial log returns: Empirical and theoretical considerations”

Applied stochastic models in business and industry, 2020-09, Vol.36 (5), p.780-782

2020

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Purchasing decisions under stochastic prices: Approximate solutions for order time, order quantity and supplier selection

Annals of operations research, 2012-12, Vol.201 (1), p.287-305

2012

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EXACT ASYMPTOTIC DISTRIBUTION OF CHANGE-POINT MLE FOR CHANGE IN THE MEAN OF GAUSSIAN SEQUENCES

The annals of applied statistics, 2010-06, Vol.4 (2), p.1081-1104

2010

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River stream flows in the northern Québec Labrador region: A multivariate change point analysis via maximum likelihood

Water resources research, 2009-02, Vol.45 (2), p.W02408-n/a

2009

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The geometric convergence rate of the classical change-point estimate

Statistics & probability letters, 2009-01, Vol.79 (2), p.131-137

Fotopoulos, Stergios B.

2009

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Change-point analysis of mean annual rainfall data from Tucumán, Argentina

Environmetrics (London, Ont.), 2010-11, Vol.21 (7-8), p.687-697

2010

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Subordinated Brownian Motion: Last Time the Process Reaches its Supremum

Sankhya. Series. A, 2015-02, Vol.77 (1), p.46-64

2015

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Symmetric Gaussian mixture distributions with GGC scales

Journal of multivariate analysis, 2017-08, Vol.160, p.185-194

Fotopoulos, Stergios B.

2017

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Change-point mle in the rate of exponential sequences with application to Indonesian seismological data

Journal of statistical planning and inference, 2011, Vol.141 (1), p.220-234

2011

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Asymptotic study of the change-point mle in multivariate Gaussian families under contiguous alternatives

Journal of statistical planning and inference, 2009-03, Vol.139 (3), p.1190-1202

2009

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Inference on the change point under a high dimensional sparse mean shift

Electronic journal of statistics, 2021-01, Vol.15 (1)

2021

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Applications of random search methods to foraging in ecological environments and other natural phenomena–A review

Environmetrics (London, Ont.), 2018-08, Vol.29 (5-6), p.n/a

2018

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explicit link between Gaussian fields and Gaussian Markov random fields: the stochastic partial differential equation approach

Journal of the Royal Statistical Society. Series B, Statistical methodology, 2011-09, Vol.73 (4), p.423-498

2011

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Type G and spherical distributions on

Statistics & probability letters, 2005-04, Vol.72 (1), p.23-32

Fotopoulos, Stergios B

2005

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Non-linear properties of conditional returns under scale mixtures

Computational statistics & data analysis, 2007-03, Vol.51 (6), p.3041-3056

2007

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Some Properties of the Multivariate Generalized Hyperbolic Laws

Sankhya. Series. A, 2021-02, Vol.83 (1), p.187-205

2021

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Error bounds for asymptotic expansion of the conditional variance of the scale mixtures of the multivariate normal distribution

Annals of the Institute of Statistical Mathematics, 1999-12, Vol.51 (4), p.731-747

1999

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Tempered distributions and their application in computing conditional moments for normal mixtures

Statistics & probability letters, 2004-04, Vol.67 (3), p.257-266

Fotopoulos, Stergios B

2004

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The distribution of the maximum likelihood estimates of the change point and their relation to random walks

Minimizing online retailers’ revenue loss under a time-varying willingness-to-pay distribution

Assessing Change-Points in Surface Air Temperature Over Alaska

Adaptive parametric change point inference under covariance structure changes

Maximum likelihood estimation of a change point for Poisson distributed data

Change point detection and estimation methods under gamma series of observations

Multivariate generalized hyperbolic laws for modeling financial log‐returns: Empirical and theoretical considerations

Rejoinder to “Multivariate generalized hyperbolic laws for modeling financial log returns: Empirical and theoretical considerations”

Purchasing decisions under stochastic prices: Approximate solutions for order time, order quantity and supplier selection

EXACT ASYMPTOTIC DISTRIBUTION OF CHANGE-POINT MLE FOR CHANGE IN THE MEAN OF GAUSSIAN SEQUENCES

River stream flows in the northern Québec Labrador region: A multivariate change point analysis via maximum likelihood

The geometric convergence rate of the classical change-point estimate

Change-point analysis of mean annual rainfall data from Tucumán, Argentina

Subordinated Brownian Motion: Last Time the Process Reaches its Supremum

Symmetric Gaussian mixture distributions with GGC scales

Change-point mle in the rate of exponential sequences with application to Indonesian seismological data

Asymptotic study of the change-point mle in multivariate Gaussian families under contiguous alternatives

Inference on the change point under a high dimensional sparse mean shift

Applications of random search methods to foraging in ecological environments and other natural phenomena–A review

explicit link between Gaussian fields and Gaussian Markov random fields: the stochastic partial differential equation approach

Type G and spherical distributions on

Non-linear properties of conditional returns under scale mixtures

Some Properties of the Multivariate Generalized Hyperbolic Laws

Error bounds for asymptotic expansion of the conditional variance of the scale mixtures of the multivariate normal distribution

Tempered distributions and their application in computing conditional moments for normal mixtures

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