The multiple change-points problem for the spectral distribution
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Publication:1590229
DOI10.2307/3318759zbMath0998.62077OpenAlexW2158254928MaRDI QIDQ1590229
Publication date: 1 December 2002
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.bj/1081282692
uniform convergencespectral estimationquadratic formsmaximal inequalitylong range dependenceWhittle likelihooddetection of change-pointsEEG analysispenalized minimum contrast estimate
Nonparametric estimation (62G05) Point estimation (62F10) Inference from stochastic processes and spectral analysis (62M15)
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