Asymptotic properties of semiparametric \(M\)-estimators with multiple change points

DOI10.1016/j.physa.2022.128363zbMath1503.62031OpenAlexW4311007709MaRDI QIDQ2111653

Anouar Abdeldjaoued Ferfache, Salim Bouzebda

Publication date: 17 January 2023

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physa.2022.128363

zbMATH Keywords

empirical processesconvergence ratesemiparametric inference\(M\)-estimatorsmultiple change-pointscommon parameter

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Uses Software

• wbs
• wbsts
• breakfast

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