Asymptotic properties of semiparametric M-estimators with multiple change points

DOI10.1016/J.PHYSA.2022.128363zbMATH Open1503.62031OpenAlexW4311007709MaRDI QIDQ2111653FDOQ2111653

Authors: Anouar Abdeldjaoued Ferfache, Salim Bouzebda 

Publication date: 17 January 2023

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physa.2022.128363

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zbMATH Keywords

semiparametric inferenceempirical processes\(M\)-estimatorsconvergence ratemultiple change-pointscommon parameter

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Asymptotic distribution theory in statistics (62E20)

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Cited In (4)

• Title not available (Why is that?)
• Asymptotic properties of maximum likelihood estimators in models with multiple change points
• Asymptotic results in segmented multiple regression
• Asymptotic study of the change-point mle in multivariate Gaussian families under contiguous alternatives

Uses Software

• wbs
• wbsts
• breakfast

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