A priori estimates in problems of ``change-points of a random sequence.

zbMATH Open1138.62314MaRDI QIDQ1432201FDOQ1432201

Authors: Boris Brodsky, B. S. Darkhovskij 

Publication date: 15 June 2004

Published in: Doklady Mathematics (Search for Journal in Brave)

Mathematics Subject Classification ID

Point estimation (62F10) Nonparametric estimation (62G05)

Cited In (14)

• Convergence in distribution of multiple change point estimators
• Some partially sequential nonparametric tests for detecting linear trend
• A nonparametric test for the change of the density function in strong mixing processes.
• The change-point problem for dependent observations
• Effect of dependence on statistics for determination of change
• Monitoring changes in linear models
• Bayesian-type estimators of change points
• Asymptotic behavior of posterior distribution of the change-point parameter
• Change point estimators by local polynomial fits under a dependence assumption
• The rates of convergence of Bayes estimators in change-point analysis
• Consistency of rank tests against some general alternatives
• Multiple change-point estimation with U-statistics
• Delay times of sequential procedures for multiple time series regression models
• Estimation of multiple-regime regressions with least absolutes deviation

This page was built for publication: A priori estimates in problems of ``change-points of a random sequence.

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1432201)