Limit theorems for kernel-type estimators for the time of change

DOI10.1016/S0378-3758(00)00100-2zbMath0998.62047OpenAlexW2054382456MaRDI QIDQ1582358

Lajos Horváth, Irina Grabovsky, Marie Hušková

Publication date: 6 December 2000

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-3758(00)00100-2

zbMATH Keywords

Brownian motionkernelstrong approximationlimit distributionschange-point

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Strong limit theorems (60F15)

Related Items (3)

Asymptotic distribution of the jump change-point estimator ⋮ Optimal sequential kernel detection for dependent processes ⋮ Unnamed Item

Cites Work

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• The joint density of the maximum and its location for a Wiener process with drift
• Capturing the distributional behaviour of the maximum likelihood estimator of a changepoint
• Estimators for the Time of Change in Linear Models

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