Asymptotic distribution of the jump change-point estimator

DOI10.1007/S11401-012-0708-1MaRDI QIDQ692763zbMATH OpenOpenAlexFDO

Authors Baiqi Miao, Changchun Tan, Hui-Fang Niu

Publication date 6 December 2012

Published in Chinese Annals of Mathematics. Series B (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11401-012-0708-1

zbMATH Keywords

local alternative hypotheses

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Inference from stochastic processes (62M99) Asymptotic distribution theory in statistics (62E20)

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Cited in

(3)

• \(O_P\) convergence rate for a jump change-point estimator
• In-fill asymptotic distribution of the change point estimator when estimating breaks one at a time
• On the median of a jump type distribution

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