19 citations · 23 across the 2 of their papers we have counts for
2 papers
math.ST2011★ 19 cited
Asymptotic properties of maximum likelihood estimators in models with multiple change points
Heping He, Thomas A. Severini
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 atte…
math.ST2007★ 4 cited
Higher-order asymptotic normality of approximations to the modified signed likelihood ratio statistic for regular models
Heping He, Thomas A. Severini
Approximations to the modified signed likelihood ratio statistic are asymptotically standard normal with error of order , where is the sample size. Proofs of this fact…