dc.creator |
Obisesan, K. O. |
|
dc.date |
2019-10-07T12:15:41Z |
|
dc.date |
2019-10-07T12:15:41Z |
|
dc.date |
2016 |
|
dc.date.accessioned |
2021-05-05T13:34:57Z |
|
dc.date.available |
2021-05-05T13:34:57Z |
|
dc.identifier |
http://dspace.cbe.ac.tz:8080/xmlui/handle/123456789/399 |
|
dc.identifier.uri |
http://hdl.handle.net/123456789/74322 |
|
dc.description |
Changepoint problems are often encountered when series undergo abrupt changes or discontinuities. Detecting changepoints can signal useful actions towards sustainable developments. However the presence of changepoints have often been known to lead to
failure of some regular assumptions. In theory much has not been done on which assumptions fail and to what extent will it affect the score functions of the likelihood asymptotic. In this work we concentrate on simulating the likelihood function using R to
establish the failure of regular assumption due to the presence of changepoint. The failure of regular assumption is established using various score functions coded in R thereby making it possible to understand the statistical theory and the consequences
of the failure of assumptions as a result changepoints. |
|
dc.format |
application/pdf |
|
dc.language |
en |
|
dc.publisher |
Department of Statistics University of Ibadan Nigeria |
|
dc.subject |
changepoint, likelihood asymptotic, regular assumption, simulation. |
|
dc.title |
Likelihood Asymptotics for Changepoint Problem |
|
dc.type |
Article |
|