In multiple change-point problems, different data segments often follow different distributions, for which the changes may occur in the mean, scale or the entire distribution from one segment to ...

Bayesian estimation and maximum likelihood methods represent two central paradigms in modern statistical inference. Bayesian estimation incorporates prior beliefs through Bayes’ theorem, updating ...

The rapid accumulation of genome sequence data has made phylogenetics an indispensable tool to various branches of biology. However, it has also posed considerable statistical and computational ...

This is a preview. Log in through your library . Abstract This paper considers maximum likelihood (ML) estimation in a large class of models with hidden Markov regimes. We investigate consistency of ...

In the process of loan pricing, stress testing, capital allocation, modeling of probability of default (PD) term structure and International Financial Reporting Standard 9 expected credit loss ...