Analysis of change-point estimators under the null hypothesis

DOI10.2307/3318498zbMath1006.62022OpenAlexW2059307263MaRDI QIDQ5949616

Dietmar Ferger

Publication date: 10 March 2003

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bj/1080004762

zbMATH Keywords

Berry-Esseen estimateschange-point estimationcontiguous alternativeslimiting null distributionmaximizersets of cluster pointsweighted Brownian bridges

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Inference from stochastic processes (62M99)

Related Items (5)

On the supremum of a Brownian bridge standardized by its maximizing point with applications to statistics ⋮ Stein's method of exchangeable pairs in multivariate functional approximations ⋮ On the minimizing point of the incorrectly centered empirical process and its limit distribution in nonregular experiments ⋮ Inference for single and multiple change-points in time series ⋮ Functional convergence of sequential \(U\)-processes with size-dependent kernels

This page was built for publication: Analysis of change-point estimators under the null hypothesis