Asymptotic distributions of quadratic forms occurring in changepoint problems

DOI10.2307/3314732zbMath0699.62021OpenAlexW2059200704MaRDI QIDQ3477805

No author found.

Publication date: 1988

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3314732

zbMATH Keywords

cusumquadratic formsprocessIto integralmultiple changepoints

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Asymptotic properties of parametric tests (62F05)

Related Items

Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points, Sequential block bootstrap in a Hilbert space with application to change point analysis

Cites Work

• Unnamed Item
• Tests for change of parameter at unknown times and distributions of some related functionals on Brownian motion
• Nonparametric statistical procedures for the changepoint problem
• Confidence regions and tests for a change-point in a sequence of exponential family random variables
• The Change-Point Problem for Angular Data: A Nonparametric Approach
• Goodness-of-fit tests on a circle