Convergence in distribution of multiple change point estimators

DOI10.1016/J.JSPI.2011.01.012zbMATH Open1214.62033OpenAlexW2028620606MaRDI QIDQ2431565FDOQ2431565

Authors: Maik Döring 

Publication date: 15 April 2011

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2011.01.012

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zbMATH Keywords

U-statistic

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20)

Cites Work

• Estimating the number of change-points via Schwarz' criterion
• Nonparametric multiple change-point estimators
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• Estimating the locations and number of change points by the sample-splitting method
• Statistical methods for DNA sequence segmentation
• Detection of abrupt changes: theory and application
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• A priori estimates in problems of ``change-points of a random sequence.
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• Exponential and polynomial tailbounds for change-point estimators
• Maximum likelihood estimation of multiple change points
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• Asymptotic properties of maximum likelihood estimators in models with multiple change points
• Multiple change-point estimation with U-statistics
• Tests for multiple change points under ordered alternatives
• Multiple‐Changepoint Testing for an Alternating Segments Model of a Binary Sequence
• Change-point estimators in case of small disorders
• On the argmin-sets of stochastic processes and their distributional convergence in Fell-type-topologies

Cited In (15)

• Title not available (Why is that?)
• Research on the convergence of estimators for change points in the mean of mixing random sequences
• The limit distribution of dynamic programming estimators of multiple change points
• Asymptotic properties of \(M\)-estimators based on estimating equations and censored data in semi-parametric models with multiple change points
• A Cramér-von Mises test for a class of mean time dependent CHARN models with application to change-point detection
• On change-points tests based on two-samples \(U\)-statistics for weakly dependent observations
• Structural breaks in time series
• Change-point estimators in case of small disorders
• Structural break detection in financial durations
• An ANOVA-type test for multiple change points
• M-Estimators of U-Processes With a Change-Point Due to a Covariate Threshold
• Multiple change-point estimation with U-statistics
• Analysis of change-point estimators under the null hypothesis
• Convergence of changepoint estimators
• Rate of convergence for multiple change-points estimation of moving-average processes

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