Exponential and polynomial tailbounds for change-point estimators

Journal of Statistical Planning and Inference

Volumn 92, Issue 1-2, 2001, Pages 73-109

  Ferger, Dietmar ^a  

^a DRESDEN UNIVERSITY OF TECHNOLOGY   (Germany)

Author keywords

62F05; 62J05; Change point estimator; Exponential and polynomial tail bounds; Martingale maximal inequalities; Rates of convergence; Weighted empirical processes

Indexed keywords

EID: 0041406052     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-3758(00)00148-8     Document Type: Article

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