Convergence in distribution of multiple change point estimators

DOI10.1016/J.JSPI.2011.01.012MaRDI QIDQ2431565zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

U-statistic

Mathematics Subject Classification ID

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

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Cites work

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• A priori estimates in problems of ``change-points of a random sequence.
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• Change-point estimators in case of small disorders
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• Estimating the number of change-points via Schwarz' criterion
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• Multiple change-point estimation with U-statistics
• Multiple‐Changepoint Testing for an Alternating Segments Model of a Binary Sequence
• Nonparametric multiple change-point estimators
• On the argmin-sets of stochastic processes and their distributional convergence in Fell-type-topologies
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• Statistical methods for DNA sequence segmentation
• Tests for multiple change points under ordered alternatives

Cited in

(15)

• scientific article; zbMATH DE number 1409914 (Why is no real title available?)
• 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
• On change-points tests based on two-samples \(U\)-statistics for weakly dependent observations
• A Cramér-von Mises test for a class of mean time dependent CHARN models with application to change-point detection
• 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
• Multiple change-point estimation with U-statistics
• M-Estimators of U-Processes With a Change-Point Due to a Covariate Threshold
• Convergence of changepoint estimators
• Analysis of change-point estimators under the null hypothesis
• Rate of convergence for multiple change-points estimation of moving-average processes

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