Asymptotics for change-point models under varying degrees of mis-specification

DOI10.1214/15-AOS1362zbMath1331.62251arXiv1409.0727WikidataQ36368834 ScholiaQ36368834MaRDI QIDQ5963519

Rui Song, Moulinath Banerjee, Michael R. Kosorok

Publication date: 22 February 2016

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1409.0727

zbMATH Keywords

change-point; model mis-specification

Mathematics Subject Classification ID

62E20: Asymptotic distribution theory in statistics

62G20: Asymptotic properties of nonparametric inference

62G05: Nonparametric estimation

Uses Software

• seqCBS
• unbalhaar