Détection de ruptures multiples dans la moyenne d'un processus aléatoire

DOI10.1016/S0764-4442(99)80353-XzbMath0882.60031OpenAlexW1964296574MaRDI QIDQ4342556

Eric Moulines, Marc Lavielle

Publication date: 23 June 1997

Published in: Comptes Rendus de l'Académie des Sciences - Series I - Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0764-4442(99)80353-x

zbMATH Keywords

rate of convergencefluctuationschange-point estimateHájek-Rényi inequalitylong-range dependent processesoff-line least-square estimate of changes in the mean of a stationary random process

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Stationary stochastic processes (60G10)

Related Items (1)

Penalized least absolute deviations estimation for nonlinear model with change-points

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