Convergence of changepoint estimators

DOI10.1016/0304-4149(92)90045-RzbMath0752.62032MaRDI QIDQ1194604

Dietmar Ferger, Winfried Stute

Publication date: 4 October 1992

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

almost sure convergencearray of independent random vectorschangepoint estimatorsexponential tail bound

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Strong limit theorems (60F15)

Related Items (19)

Change-point estimators in case of small disorders ⋮ On the power of nonparametric changepoint-tests ⋮ On exact rates of convergence in functional limit theorems for \(U\)- statistic type processes ⋮ Nonparametric multiple change-point estimators ⋮ The rates of convergence of Bayes estimators in change-point analysis ⋮ Approximations for the time of change and the power function in change-point models ⋮ Unnamed Item ⋮ The change-point problem for dependent observations ⋮ Estimating change points in nonparametric time series regression models ⋮ Changepoint Problems Under Random Censorship ⋮ Bootstrapping confidence intervals for the change-point of time series ⋮ Convergence of changepoint estimators for weakly dependent data ⋮ Change-point problem and bootstrap ⋮ Exponential and polynomial tailbounds for change-point estimators ⋮ \(U\)-statistics for change under alternatives ⋮ Nonparametric estimation of a discontinuity in regression ⋮ Limit theorems for kernel-type estimators for the time of change ⋮ Inference for single and multiple change-points in time series ⋮ On the rate of almost sure convergence of Dümbgen's change-point estimators

Cites Work

• Unnamed Item
• Nonparametric change-point estimation
• Invariance principles for changepoint problems
• On large deviations of the empiric D.F. of vector chance variables and a law of the iterated logarithm
• A Nonparametric Method for the a Posteriori Detection of the “Disorder” Time of a Sequence of Independent Random Variables
• Probability Inequalities for Sums of Bounded Random Variables

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