Limit theorems for kernel-type estimators for the time of change

DOI10.1016/S0378-3758(00)00100-2MaRDI QIDQ1582358zbMATH OpenOpenAlexFDO

Authors Irina Grabovsky, Lajos Horváth, Marie Hušková

Publication date 6 December 2000

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0378-3758(00)00100-2

zbMATH Keywords

Brownian motionchange-pointkernellimit distributionsstrong approximation

Mathematics Subject Classification ID

Strong limit theorems (60F15) Asymptotic distribution theory in statistics (62E20) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

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Cites work

• An approximation of partial sums of independent RV'-s, and the sample DF. I
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• Change-points in nonparametric regression analysis
• Convergence of changepoint estimators
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Cited in

(4)

• Optimal sequential kernel detection for dependent processes
• Permutation tests for multiple changes.
• scientific article; zbMATH DE number 1959618 (Why is no real title available?)
• Asymptotic distribution of the jump change-point estimator

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