Optimal change-point estimation in time series
type: Item
instance of: scholarly article
title: Optimal change-point estimation in time series
zbMATH Open document ID: 1480.62172
DOI: 10.1214/20-AOS2039
author: Ngai Hang Chan
author: Wai Leong Ng
author: Chun Yip Yau
author: Haihan Yu
published in: The Annals of Statistics
publication date: 2021-12-03T00:00:00Z
full work available at URL: 20-AOS2039.full
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62G10
Mathematics Subject Classification ID: 60F25
zbMATH DE Number: 7438246
zbMATH Keywords: Bayes-type estimator
zbMATH Keywords: confidence interval
zbMATH Keywords: double-sided random process
zbMATH Keywords: piecewise stationary time series
zbMATH Keywords: structural break
MaRDI profile type: Publication
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OpenAlex ID: W3203163236
description: scientific article; zbMATH DE number 7438246