Change‐point methods for Weibull models with applications to detection of trends in extreme temperatures

Abstract

We develop change-point methodology for identifying dynamic trends in the scale and shape parameters of a Weibull distribution. The methodology includes asymptotics of the likelihood ratio statistic for detecting unknown changes in the parameters as well as asymptotics of the maximum likelihood estimate of the unknown change-point. The developed methodology is applied to detect dynamic changes in the minimum temperatures of Uppsala, Sweden. Copyright © 1999 John Wiley & Sons, Ltd.