Convergence of changepoint estimators

DOI10.1016/0304-4149(92)90045-RMaRDI QIDQ1194604zbMATH OpenFDO

Authors Dietmar Ferger, Winfried Stute

Publication date 4 October 1992

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

zbMATH Keywords

almost sure convergencearray of independent random vectorschangepoint estimatorsexponential tail bound

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Strong limit theorems (60F15)

Recommendations

• Convergence of changepoint estimators for weakly dependent data
• Changepoint Problems Under Random Censorship
• On the rate of almost sure convergence of Dümbgen's change-point estimators
• Nonparametric tests for the changepoint problem
• Convergence in distribution of multiple change point estimators

Cites work

• scientific article; zbMATH DE number 47446 (Why is no real title available?)
• A Nonparametric Method for the a Posteriori Detection of the “Disorder” Time of a Sequence of Independent Random Variables
• Invariance principles for changepoint problems
• Nonparametric change-point estimation
• On large deviations of the empiric D.F. of vector chance variables and a law of the iterated logarithm
• Probability Inequalities for Sums of Bounded Random Variables

Cited in

(30)

• Convergence in distribution of multiple change point estimators
• Research on the convergence of estimators for change points in the mean of mixing random sequences
• \(U\)-statistics for change under alternatives
• Nonparametric multiple change-point estimators
• Changepoint Problems Under Random Censorship
• The change-point problem for dependent observations
• Confidence Sets in Change-Point Problems
• Estimating change points in nonparametric time series regression models
• Limit theorems for kernel-type estimators for the time of change
• Convergence of changepoint estimators for weakly dependent data
• The geometric convergence rate of the classical change-point estimate
• Exponential and polynomial tailbounds for change-point estimators
• Change-point estimators in case of small disorders
• On exact rates of convergence in functional limit theorems for \(U\)- statistic type processes
• A test for detecting the change-point of the mean in a Gaussian model
• Convergence of \(U\)-processes in Hölder spaces with application to robust detection of a changed segment
• On the rate of almost sure convergence of Dümbgen's change-point estimators
• scientific article; zbMATH DE number 4102304 (Why is no real title available?)
• Bootstrapping confidence intervals for the change-point of time series
• Inference for single and multiple change-points in time series
• Nonparametric estimation of a discontinuity in regression
• Change-point problem and bootstrap
• Weak convergence of two-parameter empirical fields in change-point problems
• The rates of convergence of Bayes estimators in change-point analysis
• Rate of Convergence of a Change Point Estimator in a Misspecified Regression Model
• On the power of nonparametric changepoint-tests
• On the inconsistency of the change-point estimator for the NE family
• Approximations for the time of change and the power function in change-point models
• An Estimate of a Change Point in Variance of Measurement Errors and Its Convergence Rate
• Rate of convergence for multiple change-points estimation of moving-average processes

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