Detecting abrupt changes in random fields
ESAIM: Probability and Statistics, Tome 6 (2002), pp. 189-209.

This paper is devoted to the study of some asymptotic properties of a M-estimator in a framework of detection of abrupt changes in random field’s distribution. This class of problems includes e.g. recovery of sets. It involves various techniques, including M-estimation method, concentration inequalities, maximal inequalities for dependent random variables and φ-mixing. Penalization of the criterion function when the size of the true model is unknown is performed. All the results apply under mild, discussed assumptions. Simple examples are provided.

DOI : 10.1051/ps:2002011
Classification : 60E15, 62C99, 62F12, 62G20, 62M40
Mots clés : detection of change-points, $M$-estimation, penalized $M$-estimation, concentration inequalities, maximal inequalities, mixing 
@article{PS_2002__6__189_0,
     author = {Chambaz, Antoine},
     title = {Detecting abrupt changes in random fields},
     journal = {ESAIM: Probability and Statistics},
     pages = {189--209},
     publisher = {EDP-Sciences},
     volume = {6},
     year = {2002},
     doi = {10.1051/ps:2002011},
     mrnumber = {1943147},
     language = {en},
     url = {http://www.numdam.org/articles/10.1051/ps:2002011/}
}
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Chambaz, Antoine. Detecting abrupt changes in random fields. ESAIM: Probability and Statistics, Tome 6 (2002), pp. 189-209. doi : 10.1051/ps:2002011. http://www.numdam.org/articles/10.1051/ps:2002011/

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