Convergence of changepoint estimators for weakly dependent data
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Publication:4375431
DOI10.1080/10485259708832732zbMath0914.62062OpenAlexW2075852478MaRDI QIDQ4375431
Shuya Kanagawa, Seiji Takano, Ken-ichi Yoshihara
Publication date: 5 February 1998
Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10485259708832732
Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Non-Markovian processes: estimation (62M09)
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Cites Work
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- Absolute regularity and functions of Markov chains
- Convergence of changepoint estimators
- Some Limit Theorems for Random Functions. II
- Mixing Conditions for Markov Chains
- Limiting behavior of U-statistics for stationary, absolutely regular processes
- Probability inequalities for sums of absolutely regular processes and their applications
- A Nonparametric Method for the a Posteriori Detection of the “Disorder” Time of a Sequence of Independent Random Variables
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