Detection of multiple changes in a sequence of dependent variables

DOI10.1016/s0304-4149(99)00023-xzbMath0991.62014OpenAlexW2172176129MaRDI QIDQ120317

Marc Lavielle, Marc Lavielle

Publication date: September 1999

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4149(99)00023-x

zbMATH Keywords

minimum contrast estimatorsdetection of change-points

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Inference from stochastic processes (62M99)

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