Asymptotic properties of semiparametric M-estimators with multiple change points
DOI10.1016/J.PHYSA.2022.128363zbMATH Open1503.62031OpenAlexW4311007709MaRDI QIDQ2111653FDOQ2111653
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
semiparametric inferenceempirical processes\(M\)-estimatorsconvergence ratemultiple change-pointscommon parameter
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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