Asymptotic behavior of confidence regions in the change-point problem
DOI10.1016/S0378-3758(96)00076-6zbMATH Open0877.62026MaRDI QIDQ1361757FDOQ1361757
Authors: Michael Baron, Andrew L. Rukhin 
Publication date: 23 November 1997
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
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Cites Work
- Sequential analysis. Tests and confidence intervals
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- Some Concepts of Dependence
- The problem of the Nile: Conditional solution to a changepoint problem
- Inference about the change-point in a sequence of random variables
- Confidence regions and tests for a change-point in a sequence of exponential family random variables
- Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time
- Title not available (Why is that?)
- Confidence Sets in Change-Point Problems
- On Random Walks in a Strip
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Cited In (6)
- Convergence rates of change-point estimators and tail probabilities of the first-passage-time process
- Confidence Sets in Change-Point Problems
- Asymptotics and confidence estimation in segmented regression models
- Title not available (Why is that?)
- Nonparametric adaptive change point estimation and on line detection
- Confidence distributions for change-points and regime shifts
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