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ASYMPTOTICS FOR CHANGE-POINT MODELS UNDER VARYING DEGREES OF MIS-SPECIFICATION
Change-point models are widely used by statisticians to model drastic changes in the pattern of observed data. Least squares/maximum likelihood based estimation of change-points leads to curious asymptotic phenomena. When the change–point model is correctly specified, such estimates generally conver...
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| Publicado no: | Ann Stat |
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| Main Authors: | , , |
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
2015
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| Assuntos: | |
| Acesso em linha: | https://ncbi.nlm.nih.gov/pmc/articles/PMC4678008/ https://ncbi.nlm.nih.gov/pubmed/26681814 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1214/15-AOS1362 |
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