Convergence of changepoint estimators

DOI10.1016/0304-4149(92)90045-RzbMATH Open0752.62032MaRDI QIDQ1194604FDOQ1194604

Authors: Dietmar Ferger, Winfried Stute 

Publication date: 4 October 1992

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

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

zbMATH Keywords

almost sure convergencearray of independent random vectorschangepoint estimatorsexponential tail bound

Mathematics Subject Classification ID

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

Cites Work

• Nonparametric change-point estimation
• Probability Inequalities for Sums of Bounded Random Variables
• Invariance principles for changepoint problems
• On large deviations of the empiric D.F. of vector chance variables and a law of the iterated logarithm
• Title not available (Why is that?)
• A Nonparametric Method for the a Posteriori Detection of the “Disorder” Time of a Sequence of Independent 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
• Convergence of changepoint estimators for weakly dependent data
• Limit theorems for kernel-type estimators for the time of change
• Exponential and polynomial tailbounds for change-point estimators
• The geometric convergence rate of the classical change-point estimate
• Change-point estimators in case of small disorders
• A test for detecting the change-point of the mean in a Gaussian model
• On exact rates of convergence in functional limit theorems for \(U\)- statistic type processes
• Convergence of \(U\)-processes in Hölder spaces with application to robust detection of a changed segment
• Title not available (Why is that?)
• Bootstrapping confidence intervals for the change-point of time series
• Nonparametric estimation of a discontinuity in regression
• On the rate of almost sure convergence of Dümbgen's change-point estimators
• Inference for single and multiple change-points in time series
• 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

This page was built for publication: Convergence of changepoint estimators

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1194604)