Asymptotic properties of semiparametric M-estimators with multiple change points
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Publication:2111653
DOI10.1016/J.PHYSA.2022.128363zbMATH Open1503.62031OpenAlexW4311007709MaRDI QIDQ2111653FDOQ2111653
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Cited in
(7)- Semiparametric \(M\)-estimation with non-smooth criterion functions
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- Asymptotic study of the change-point mle in multivariate Gaussian families under contiguous alternatives
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- Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points
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