Asymptotic distribution of the jump change-point estimator

DOI10.1007/S11401-012-0708-1zbMATH Open1252.62009OpenAlexW2091521699MaRDI QIDQ692763FDOQ692763

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

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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)

Cites Work

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• Maximum likelihood estimation of a change-point for exponentially distributed random variables.

Cited In (3)

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

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