scientific article; zbMATH DE number 4131439

MaRDI QIDQ3033119zbMATH OpenFDO

Authors Xi-Ru Chen

Publication date 1988

zbMATH Keywords

Brownian bridgeBrownian motionchange-pointinterval estimationmagnitude of jumpstrong approximationsvariance of random error

Mathematics Subject Classification ID

Brownian motion (60J65) Parametric hypothesis testing (62F03) Nonparametric hypothesis testing (62G10)

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(9)

• Inference of change-point in single index models
• Limit theorems for rank statistics
• On extreme value asymptotics for increments of renewal processes
• Testing for parameter stability in nonlinear autoregressive models
• Binary segmentation and Bonferroni-type bounds
• Estimator of a change point in single index models
• Simple change point model in heteroscedastic extremes
• Asymptotic distribution of the jump change-point estimator
• Nonparametric inference in a simple change-point model

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