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Subjects
60-XX Probability theory and stochastic processes
60Fxx Limit theorems
60F17 Functional limit theorems; invariance principles

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Displaying 1 – 4 of 4

Bayesian like R- and M- estimators of change points

Jaromír Antoch, Marie Husková (2000)

Discussiones Mathematicae Probability and Statistics

The purpose of this paper is to study Bayesian like R- and M-estimators of change point(s). These estimators have smaller variance than the related argmax type estimators. Confidence intervals for the change point based on the exchangeability arguments are constructed. Finally, theoretical results are illustrated on the real data set.

Billingsley-type tightness criteria for multiparameter stochastic processes

Petr Lachout (1988)

Kybernetika

Brownian bridge asymptotics for random $p$ -mappings.

Aldous, David, Miermont, Grégory, Pitman, Jim (2004)

Electronic Journal of Probability [electronic only]

Brownian penalisations related to excursion lengths, VII

B. Roynette, P. Vallois, M. Yor (2009)

Annales de l'I.H.P. Probabilités et statistiques

Limiting laws, as t→∞, for brownian motion penalised by the longest length of excursions up to t, or up to the last zero before t, or again, up to the first zero after t, are shown to exist, and are characterized.

Currently displaying 1 – 4 of 4