Convergence in distribution of multiple change point estimators

DOI10.1016/j.jspi.2011.01.012zbMath1214.62033OpenAlexW2028620606MaRDI 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

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

Related Items

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, An ANOVA-type test for multiple change points, Structural break detection in financial durations, Asymptotic properties of \(M\)-estimators based on estimating equations and censored data in semi-parametric models with multiple change points, Structural breaks in time series

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