Gradient-based structural change detection for nonstationary time series M-estimation
type: Item
instance of: scholarly article
title: Gradient-based structural change detection for nonstationary time series M-estimation
zbMATH Open document ID: 1392.62280
DOI: 10.1214/17-AOS1582
author: Weichi Wu
author: Zhou Zhou
published in: The Annals of Statistics
publication date: 2018-06-29T00:00:00Z
full work available at URL: https://projecteuclid.org/euclid.aos/1525313080
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62G09
Mathematics Subject Classification ID: 62G10
zbMATH DE Number: 6897927
zbMATH Keywords: M-estimation
zbMATH Keywords: piecewise local stationarity
zbMATH Keywords: bootstrap
zbMATH Keywords: structural change
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 6897927