Limit theorems for kernel-type estimators for the time of change
type: Item
instance of: scholarly article
title: Limit theorems for kernel-type estimators for the time of change
zbMATH Open document ID: 0998.62047
DOI: 10.1016/S0378-3758(00)00100-2
author: Irina Grabovsky
author: Lajos Horváth
author: Marie Hušková
published in: Journal of Statistical Planning and Inference
publication date: 2000-12-06T00:00:00Z
Mathematics Subject Classification ID: 62G20
Mathematics Subject Classification ID: 62G07
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 60F15
zbMATH DE Number: 1513247
zbMATH Keywords: change-point
zbMATH Keywords: strong approximation
zbMATH Keywords: limit distributions
zbMATH Keywords: Brownian motion
zbMATH Keywords: kernel
MaRDI profile type: Publication
cites work: Q5317355
cites work: Q5560061
cites work: Nonparametric change-point estimation
cites work: Q4348180
cites work: Q3326516
cites work: The asymptotic behavior of some nonparametric change-point estimators
cites work: Q4494131
cites work: On the rate of almost sure convergence of Dümbgen's change-point estimators
cites work: Change-point estimators in case of small disorders
cites work: Asymptotic distribution theory of change-point estimators and confidence intervals based on bootstrap approximation
cites work: Convergence of changepoint estimators
cites work: Approximations for the time of change and the power function in change-point models
cites work: Estimators for the Time of Change in Linear Models
cites work: On the joint distribution of the shorth height and length.
cites work: Capturing the distributional behaviour of the maximum likelihood estimator of a changepoint
cites work: An approximation of partial sums of independent RV's, and the sample DF. II
cites work: An approximation of partial sums of independent RV'-s, and the sample DF. I
cites work: The approximation of partial sums of independent RV's
cites work: Change-points in nonparametric regression analysis
cites work: Q4327561
cites work: The joint density of the maximum and its location for a Wiener process with drift
cites work: Kernel-type estimators of jump points and values of a regression function
cites work: Q4840388
cites work: Approximating the distribution of the maximum likelihood estimate of the change-point in a sequence of independent random variables
full work available at URL: s0378-3758(00)00100-2
OpenAlex ID: W2054382456
description: scientific article; zbMATH DE number 1513247