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    Estimating the unknown change point in the parameters of the lognormal distribution

    New search for: Jandhyala, V. K.
    New search for: Fotopoulos, S. B.

    10.1002/env.808.abs

    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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    Estimating the unknown change point in the parameters of the lognormal distribution

    New search for: Jandhyala, V. K.
    New search for: Fotopoulos, S. B.

    10.1002/env.808.abs

    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.

    Access

    Check access
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    Order at Subito €

    Estimating the unknown change point in the parameters of the lognormal distribution

    New search for: Jandhyala, V. K.
    New search for: Fotopoulos, S. B.

    10.1002/env.808.abs

    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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    Title:

    Estimating the unknown change point in the parameters of the lognormal distribution

    Contributors:

    Jandhyala, V. K. (author) / Fotopoulos, S. B. (author)

    Published in:

    Environmetrics ; 18 ; 141-155

    Publication date:

    2007-03-01

    Size:

    15 pages

    ISSN:

    1099-095X , 1180-4009

    DOI:

    https://doi.org/10.1002/env.808

    Type of media:

    Article (Journal)

    Type of material:

    Electronic Resource

    Language:

    English

    Keywords:

    change point , lognormal distribution , maximum likelihood estimate , monthly water discharges

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