Minimax large deviations risk in change-point problems

MaRDI QIDQ1376541zbMATH OpenFDO

Authors Alexander Korostelev

Publication date 8 April 1999

Published in Mathematical Methods of Statistics (Search for Journal in Brave)

zbMATH Keywords

asymptotic efficiencychange-point problemminimax Bahadur risk

Mathematics Subject Classification ID

Large deviations (60F10) Asymptotic properties of parametric estimators (62F12) Non-Markovian processes: estimation (62M09)

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Cited in

(1)

• Loss function-based change point detection in risk measures

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