Estimating a changed segment in a sample

DOI10.1007/S10440-007-9126-XzbMATH Open1116.62035OpenAlexW2052276621MaRDI QIDQ996767FDOQ996767

Authors: Alfredas Račkauskas, Charles Suquet 

Publication date: 19 July 2007

Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10440-007-9126-x

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• scientific article; zbMATH DE number 4119412

zbMATH Keywords

Reproducing kernelEpidemic modelEmpirical processChanged segmentChanged segment locationProbability metrics

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20)

Cites Work

• Estimating the number of change-points via Schwarz' criterion
• Detection of multiple changes in a sequence of dependent variables
• Nonparametric multiple change-point estimators
• Least-squares estimation of an unknown number of shifts in a time series
• Multiple changepoints problem-nonparmetric procedures for estimation of the points of change
• Title not available (Why is that?)
• Title not available (Why is that?)
• Tests for change-points with epidemic alternatives
• The asymptotic behavior of some nonparametric change-point estimators
• Hölder norm test statistics for epidemic change
• Testing epidemic changes of infinite dimensional parameters
• Differentiability of six operators on nonsmooth functions and \(p\)-variation. With the collaboration of Jinghua Qian
• Detecting a Changed Segment in DNA Sequences
• Inference about a change point in experimental neurophysiology
• Speed of convergence of classical empirical processes in \(p\)-variation norm
• Euclidean distances on signed measures and application to Berry-Esséen theorems

Cited In (2)

• Convergence of \(U\)-processes in Hölder spaces with application to robust detection of a changed segment
• Off-line testing for a changed segment in the sample variance

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