Simultaneous Estimation of Change-points in Epidemic Change Models
摘要
This paper studies the problem of identifying two change-points in an epidemic change model. These change-points correspond to changes in the relevant parameters at the beginning and end of the event. We estimate the two change-points simultaneously and explore the consistency, convergence rate and limiting distribution of these estimates under alternative hypothesis. Simulation studies and a real data analysis demonstrate the promising performance of the proposed estimator.