Minimax large deviations risk in change-point problems

zbMATH Open0909.62018MaRDI QIDQ1376541

Alexander Korostelev

Publication date: 8 April 1999

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

zbMATH Keywords

change-point problemasymptotic efficiencyminimax Bahadur risk

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Non-Markovian processes: estimation (62M09) Large deviations (60F10)

Related Items (1)

Loss function-based change point detection in risk measures

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