Estimation of change-point models

L. Bai*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review


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.

Original languageEnglish
Pages (from-to)51-73
Number of pages23
JournalFundamental and Applied Mathematics
Issue number1
Publication statusPublished - 2020

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