Asymptotic distribution of the jump change-point estimator

DOI10.1007/s11401-012-0708-1zbMath1252.62009MaRDI QIDQ692763

Baiqi Miao, Hui-Fang Niu, Chang-Chun Tan

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

62F12: Asymptotic properties of parametric estimators

62E20: Asymptotic distribution theory in statistics

62M99: Inference from stochastic processes

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