Journal article
Estimating the unknown change point in the parameters of the lognormal distribution
Environmetrics (London, Ont.), Vol.18(2), pp.141-155
03/2007
Handle:
https://hdl.handle.net/2376/106521
Abstract
We develop change‐point methodology for identifying dynamic trends in the parameters of a two‐parameter lognormal distribution. The methodology primarily considers the asymptotic distribution of the maximum likelihood estimate of the unknown change point. Among others, the asymptotic distribution enables one to construct confidence interval estimates for the unknown change point. The methodology is applied to identify changes in the monthly water discharges of the Nacetinsky Creek in the German part of the Ergebirge Mountains. Copyright © 2006 John Wiley & Sons, Ltd.
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Details
- Title
- Estimating the unknown change point in the parameters of the lognormal distribution
- Creators
- V. K JandhyalaS. B Fotopoulos
- Publication Details
- Environmetrics (London, Ont.), Vol.18(2), pp.141-155
- Academic Unit
- Finance and Management Science, Department of; Mathematics and Statistics, Department of
- Publisher
- John Wiley & Sons, Ltd; Chichester, UK
- Number of pages
- 15
- Identifiers
- 99900547383001842
- Language
- English
- Resource Type
- Journal article