Geodesic
Estimation of change-point models
Fundamentalʹnaâ i prikladnaâ matematika, Tome 23 (2020) no. 1, pp. 51-73

Voir la notice de l'article provenant de la source Math-Net.Ru

We consider the testing and estimation of change-points, locations where the distribution abruptly changes, in a sequence of observations. Motivated by this problem, in this contribution we first investigate the extremes of Gaussian fields with trend, which then help us give asymptotic $p$-value approximations of the likelihood ratio statistics from change-point models. 
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     author = {L. Bai},
     title = {Estimation of change-point models},
     journal = {Fundamentalʹna\^a i prikladna\^a matematika},
     pages = {51--73},
     publisher = {mathdoc},
     volume = {23},
     number = {1},
     year = {2020},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/FPM_2020_23_1_a2/}
}
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L. Bai. Estimation of change-point models. Fundamentalʹnaâ i prikladnaâ matematika, Tome 23 (2020) no. 1, pp. 51-73. http://geodesic.mathdoc.fr/item/FPM_2020_23_1_a2/