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Likelihood Asymptotics for Changepoint Problem

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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


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