On the rate of almost sure convergence of Dümbgen's change-point estimators

DOI10.1016/0167-7152(94)90064-7zbMath0795.62028OpenAlexW1983318221MaRDI QIDQ1324585

Dietmar Ferger

Publication date: 13 September 1994

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(94)90064-7

zbMATH Keywords

change-point estimatormaximal inequalitieschange-point estimatorsmaximizer of stochastic processestriangular array of rowwise independent random elements

Mathematics Subject Classification ID

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

Related Items (9)

Approximations for the time of change and the power function in change-point models ⋮ The change-point problem for dependent observations ⋮ Change-point detection for long-range dependent sequences in a general setting ⋮ Optimal rate of convergence for nonparametric change-point estimators for nonstationary sequences ⋮ Bayesian-type estimators of change points ⋮ Change-point problem and bootstrap ⋮ Detection of change-points near the end points of long-range dependent sequences ⋮ Limit theorems for kernel-type estimators for the time of change ⋮ Inference for single and multiple change-points in time series

Cites Work

• Nonparametric tests for the changepoint problem
• Nonparametric change-point estimation
• Maximum likelihood estimation of a change-point in the distribution of independent random variables: general multiparameter case
• The asymptotic behavior of some nonparametric change-point estimators
• Convergence of changepoint estimators
• Confidence regions and tests for a change-point in a sequence of exponential family random variables
• The minimum of an additive process with applications to signal estimation and storage theory
• The problem of the Nile: Conditional solution to a changepoint problem
• A Nonparametric Method for the a Posteriori Detection of the “Disorder” Time of a Sequence of Independent Random Variables
• Confidence Sets in Change-Point Problems
• Inference about the change-point in a sequence of binomial variables

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