Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Asymptotic properties of maximum likelihood estimators in models with
  multiple change points   Models with multiple change points are used in many fields; however, the
theoretical properties of maximum likelihood estimators of such models have
received relatively little attention. The goal of this paper is to establish
the asymptotic properties of maximum likelihood estimators of the parameters of
a multiple change-point model for a general class of models in which the form
of the distribution can change from segment to segment and in which, possibly,
there are parameters that are common to all segments. Consistency of the
maximum likelihood estimators of the change points is established and the rate
of convergence is determined; the asymptotic distribution of the maximum
likelihood estimators of the parameters of the within-segment distributions is
also derived. Since the approach used in single change-point models is not
easily extended to multiple change-point models, these results require the
introduction of those tools for analyzing the likelihood function in a multiple
change-point model.

37
The categories of this paper are: supr-con
5
The categories of this paper are: gr-qc
23
The categories of this paper are: solv-int
31
The categories of this paper are: ao-sci
34
The categories of this paper are: chem-ph
26
The categories of this paper are: bayes-an
33
The categories of this paper are: plasm-ph
4
The categories of this paper are: cond-mat
18
The categories of this paper are: econ
27
The categories of this paper are: comp-gas
32
The categories of this paper are: atom-ph
21
The categories of this paper are: adap-org
15
The categories of this paper are: nucl-ex
17
The categories of this paper are: q-fin
19
The categories of this paper are: eess
1
The categories of this paper are: cs