On a multi-channel change-point problem

DOI10.3103/S1066530708030010MaRDI QIDQ734532zbMATHOpenAlexFDO

Authors Alexander Korostelev, O. V. Lepski

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

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

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Cites work

• Asymptotic efficient estimation of the change point with unknown distributions
• Change-points in nonparametric regression analysis
• Minimax Methods for Multihypothesis Sequential Testing and Change-Point Detection Problems
• Minimax estimation of sharp change points
• Minimax theory of image reconstruction
• Nonparametric change-point estimation
• On Minimax Estimation of a Discontinuous Signal
• Optimal Stopping Rules
• Optimal change-point estimation from indirect observations
• Sequential analysis. Tests and confidence intervals

Cited in

(7)

• High-dimensional change-point detection under sparse alternatives
• Image reconstruction in multi-channel model under Gaussian noise
• On change-point estimation under Sobolev sparsity
• On the Singularities of the Information Matrix and Multipath Change-Point Problems
• Change detection via affine and quadratic detectors
• The multiple change-points problem for the spectral distribution
• Least Squares Volatility Change Point Estimation for Partially Observed Diffusion Processes

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