Nonparametric change-point estimation for dependent sequences

DOI10.1016/J.CRMA.2005.09.047zbMATH Open1075.62023OpenAlexW2057916701MaRDI QIDQ2575109FDOQ2575109

Authors Samir Ben Hariz, Jonathan J. Wylie, Qiang Zhang 

Publication date 5 December 2005

Published in Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.crma.2005.09.047

Mathematics Subject Classification ID

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

Recommendations

• Optimal rate of convergence for nonparametric change-point estimators for nonstationary sequences
• Change-point detection for long-range dependent sequences in a general setting
• Rates of convergence for the change-point estimator for long-range dependent sequences
• Detection of change-points near the end points of long-range dependent sequences
• Convergence rates for estimating a change-point with long-range dependent sequences

Cites Work

• scientific article; zbMATH DE number 1048663 (Why is no real title available?)
• Change-point in the mean of dependent observations
• Moment inequalities and the strong laws of large numbers
• Nonparametric change-point estimation
• Rates of convergence for the change-point estimator for long-range dependent sequences
• The asymptotic behavior of some nonparametric change-point estimators
• The effect of long-range dependence on change-point estimators

Cited In (17)

• Rates of convergence for the change-point estimator for long-range dependent sequences
• An efficient sequential nonparametric scheme for detecting a change of distribution
• Convergence rates for estimating a change-point with long-range dependent sequences
• Title not available (Why is no real title available?)
• Change-point detection with rank statistics in long-memory time-series models
• Detection of change-points near the end points of long-range dependent sequences
• Nonparametric sequential change-point detection for multivariate time series based on empirical distribution functions
• Estimation on mean-variance change-point of dependent sequence
• Non-parametric change-point estimation using string matching algorithms
• Optimal rate of convergence for nonparametric change-point estimators for nonstationary sequences
• Title not available (Why is no real title available?)
• Change in non-parametric regression with long memory errors
• Change-point detection for long-range dependent sequences in a general setting
• Nonparametric Change-Point Estimation for Data from an Ergodic Sequence
• Nonparametric multiple change point estimation in highly dependent time series
• Nonparametric multiple change point estimation in highly dependent time series
• Nonparametric Sequential Change-Point Detection by a Vertically Trimmed Box Method

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