On a multi-channel change-point problem

DOI10.3103/S1066530708030010zbMath1231.62151OpenAlexW1990172049MaRDI QIDQ734532

Alexander Korostelev, O. V. Lepskij

Publication date: 13 October 2009

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3103/s1066530708030010

zbMATH Keywords

nuisance parametersminimax rate of convergence

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Markov processes: estimation; hidden Markov models (62M05)

Related Items

On change-point estimation under Sobolev sparsity, Change detection via affine and quadratic detectors, Image reconstruction in multi-channel model under Gaussian noise, High-dimensional change-point detection under sparse alternatives

Cites Work

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