Optimal change-point estimation in time series
DOI10.1214/20-AOS2039zbMath1480.62172OpenAlexW3203163236MaRDI QIDQ2054501
Wai Leong Ng, Ngai Hang Chan, Chun Yip Yau, Haihan Yu
Publication date: 3 December 2021
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/journals/annals-of-statistics/volume-49/issue-4/Optimal-change-point-estimation-in-time-series/10.1214/20-AOS2039.full
confidence intervalstructural breakBayes-type estimatorpiecewise stationary time seriesdouble-sided random process
Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) (L^p)-limit theorems (60F25)
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