A priori estimates in problems of ``change-points of a random sequence.
From MaRDI portal
Publication:1432201
zbMath1138.62314MaRDI QIDQ1432201
B. E. Brodskii, Boris S. Darkhovsky
Publication date: 15 June 2004
Published in: Doklady Mathematics (Search for Journal in Brave)
Related Items
Monitoring changes in linear models ⋮ Delay times of sequential procedures for multiple time series regression models ⋮ Effect of dependence on statistics for determination of change ⋮ The rates of convergence of Bayes estimators in change-point analysis ⋮ The change-point problem for dependent observations ⋮ Convergence in distribution of multiple change point estimators ⋮ A nonparametric test for the change of the density function in strong mixing processes. ⋮ Change point estimators by local polynomial fits under a dependence assumption ⋮ Bayesian-type estimators of change points ⋮ Multiple change-point estimation with U-statistics ⋮ Some partially sequential nonparametric tests for detecting linear trend ⋮ Estimation of multiple-regime regressions with least absolutes deviation ⋮ Consistency of rank tests against some general alternatives ⋮ Asymptotic behavior of posterior distribution of the change-point parameter
