Nonparametric Change-Point Estimation for Data from an Ergodic Sequence

DOI10.1137/1138073zbMath0819.62029OpenAlexW2047835459MaRDI QIDQ4836145

Edward Carlstein, S. Lele

Publication date: 20 June 1995

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: http://www.lib.ncsu.edu/resolver/1840.4/4007

zbMATH Keywords

consistencystationary ergodic sequenceseries scheme

Mathematics Subject Classification ID

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

Related Items (6)

ON EXACT INFERENCE FOR CHANGE IN A POISSON SEQUENCE ⋮ Semiparametric nonhomogeneity analysis ⋮ The change-point problem for dependent observations ⋮ A computational method for the detection of activation/deactivation patterns in biological signals with three levels of electric intensity ⋮ Activity pattern detection in electroneurographic and electromyogram signals through a heteroscedastic change-point method ⋮ Nonparametric multiple change point estimation in highly dependent time series

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