On nonparametric change point estimator based on empirical characteristic functions

Author:

Tan ChangChun,Shi XiaoPing,Sun XiaoYing,Wu YueHua

Publisher

Springer Science and Business Media LLC

Subject

General Mathematics

Reference25 articles.

1. Bai J. Estimation of a change point in multiple regression models. Rev Econ Stat, 1997, 79: 551–63

2. Balke N S. Detecting level shifts in time series. J Bus Econom Statist, 1993, 11: 81–92

3. Brodskij B E, Darchovskij B S. Non-parametric Statistical Diagnosis: Problems and Methods. Dordrecht: Kluwer Academic Publishers, 2000

4. Carlstein E. Nonparametric change point estimation. Ann Stat, 1988, 16: 188–197

5. Chen J, Gupta A K. Parametric Statistical Change Point Analysis: With Applications to Genetics, Medicine, and Finance. New York: Springer Science & Business Media, 2011

Cited by 2 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. A unified data‐adaptive framework for high dimensional change point detection;Journal of the Royal Statistical Society: Series B (Statistical Methodology);2020-06-12

2. Simultaneous Multiple Change Points Estimation in Generalized Linear Models;Contemporary Experimental Design, Multivariate Analysis and Data Mining;2020

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