Convergence in distribution of multiple change point estimators

DOI10.1016/j.jspi.2011.01.012zbMath1214.62033MaRDI QIDQ2431565

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

62G20: Asymptotic properties of nonparametric inference

62G05: Nonparametric estimation

Related Items

An ANOVA-type test for multiple change points, Structural breaks in time series

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Asymptotic properties of maximum likelihood estimators in models with multiple change points
• Tests for multiple change points under ordered alternatives
• Multiple change-point estimation with U-statistics
• Estimating the number of change-points via Schwarz' criterion
• Change-point estimators in case of small disorders
• A priori estimates in problems of ``change-points of a random sequence.
• Nonparametric multiple change-point estimators
• Maximum likelihood estimation of multiple change points
• Multiple‐Changepoint Testing for an Alternating Segments Model of a Binary Sequence
• Statistical methods for DNA sequence segmentation
• Estimating the locations and number of change points by the sample-splitting method
• Exponential and polynomial tailbounds for change-point estimators