Nonparametric Change-Point Estimation for Data from an Ergodic Sequence

DOI10.1137/1138073MaRDI QIDQ4836145zbMATH OpenOpenAlexFDO

Authors Edward Carlstein, S. Lele

Publication date 20 June 1995

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL http://www.lib.ncsu.edu/resolver/1840.4/4007

zbMATH Keywords

consistencyseries schemestationary ergodic sequence

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20)

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• Change point inference in ergodic diffusion processes based on high frequency data
• ON EXACT INFERENCE FOR CHANGE IN A POISSON SEQUENCE
• Estimation for change point of discretely observed ergodic diffusion processes
• Nonparametric multiple change point estimation in highly dependent time series
• Activity pattern detection in electroneurographic and electromyogram signals through a heteroscedastic change-point method

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