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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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Detalhes bibliográficos
Publicado no:Ann Stat
Main Authors: SONG, RUI, BANERJEE, MOULINATH, KOSOROK, MICHAEL R.
Formato: Artigo
Idioma:Inglês
Publicado em: 2015
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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