Convergence of changepoint estimators for weakly dependent data

DOI10.1080/10485259708832732MaRDI QIDQ4375431zbMATH OpenOpenAlexFDO

Authors Shuya Kanagawa, Seiji Takano, Ken-ichi Yoshihara

Publication date 5 February 1998

Published in Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10485259708832732

zbMATH Keywords

changepoint problemmixingnoise processstationary process

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Non-Markovian processes: estimation (62M09)

Recommendations

• Convergence of changepoint estimators
• Multiple change-points estimation of moving-average processes under dependence assumptions
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• Change point estimation by local linear smoothing under a weak dependence condition

Cites work

• A Nonparametric Method for the a Posteriori Detection of the “Disorder” Time of a Sequence of Independent Random Variables
• Absolute regularity and functions of Markov chains
• Convergence of changepoint estimators
• scientific article; zbMATH DE number 1034225 (Why is no real title available?)
• Limiting behavior of U-statistics for stationary, absolutely regular processes
• Mixing Conditions for Markov Chains
• Probability inequalities for sums of absolutely regular processes and their applications
• Some Limit Theorems for Random Functions. II

Cited in

(6)

• Convergence of changepoint estimators
• A nonparametric test for the change of the density function in strong mixing processes.
• Change point estimation for a weakly dependent sequence
• \(M\)-procedures for detection of a change under weak dependence
• scientific article; zbMATH DE number 4102304 (Why is no real title available?)
• Weak convergence of two-parameter empirical fields in change-point problems

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