Detection of multiple changes in a sequence of dependent variables

DOI10.1016/s0304-4149(99)00023-xzbMath0991.62014MaRDI QIDQ120317

Marc Lavielle, Marc Lavielle

Publication date: September 1999

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

zbMATH Keywords

minimum contrast estimators; detection of change-points

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62M99: Inference from stochastic processes

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