On L^2 space approach to change point problems

DOI10.1016/J.JSPI.2014.02.007MaRDI QIDQ2448798zbMATH OpenOpenAlexFDO

Authors Koji Tsukuda, Yoichi Nishiyama

Publication date 5 May 2014

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.2014.02.007

zbMATH Keywords

\(L^2\) space\(Z\)-estimatorchange point problem

Mathematics Subject Classification ID

Applications of functional analysis in probability theory and statistics (46N30) Nonparametric hypothesis testing (62G10)

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Cites work

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Cited in

(8)

• Convergence of U-processes in Hölder spaces with application to robust detection of a changed segment
• \(Z\)-process method for change point problems with applications to discretely observed diffusion processes
• A change detection procedure for an ergodic diffusion process
• scientific article; zbMATH DE number 4102304 (Why is no real title available?)
• Sequential block bootstrap in a Hilbert space with application to change point analysis
• Integrated empirical measures and generalizations of classical goodness-of-fit statistics
• Change-point analysis for matrix data: the empirical Hankel transform approach
• Weak convergence of two-parameter empirical fields in change-point problems

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