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

DOI10.1016/S0378-3758(00)00100-2zbMATH Open0998.62047OpenAlexW2054382456MaRDI QIDQ1582358FDOQ1582358

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

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zbMATH Keywords

kernelBrownian motionlimit distributionsstrong approximationchange-point

Mathematics Subject Classification ID

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

Cites Work

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Cited In (4)

• Asymptotic distribution of the jump change-point estimator
• Title not available (Why is that?)
• Permutation tests for multiple changes.
• Optimal sequential kernel detection for dependent processes

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