Asymptotics for change-point models under varying degrees of mis-specification
不同模型误设程度下变点模型的渐近理论
Change-point models are widely used by statisticians to model drastic changes in the pattern of observed data. Least squares/maximum likelihood based estimation of change-points leads to curious asymptotic phenomena. When the change-point model is correctly specified, such estimates generally converge at a fast rate ($n$) and are asymptotically described by minimizers of a jump process. Under complete mis-specification by a smooth curve, that is, when a change-point model is…