A Sharp Signal-to-Noise Threshold for Quasi-Maximum Likelihood Breakpoint Estimation WGCET6KSQ7

URI	`m2://res/WGCET6KSQ7`
Kind	preprint
Creators	Hubeyb Gurdogan, Georg Menz
Date	2026-09-10
MSC	62-XX
Subjects	arxiv math.ST, arxiv econ.EM, arxiv stat.TH
Scope	in

Expressions

The mentions of the inventory that name this resource. Each name links to the card of its inventory row.

Item	Kind	Where	Source
Regime-switching pervasive factor model	definition	definition 28	arxiv
Jensen gap for $\log\det$	statement	lemma 44	arxiv
Signal time series and signal separation space	definition	definition 2	arxiv
Block additivity of empirical second moments	statement	lemma 35	arxiv
Macroscopic intervals	definition	definition 4	arxiv
AD00KZZDDK	statement	proposition 31	arxiv
Lipschitz continuity of the QML-objective functions	statement	lemma 43	arxiv
Stability of macroscopic blocks near the endpoints	statement	lemma 42	arxiv
At most one dominant breakpoint	statement	lemma 9	arxiv
Population targets for left/right segments	definition	definition 20	arxiv
Dominant breakpoint	definition	definition 8	arxiv
Sequential stability of the QML objective	statement	lemma 41	arxiv
Consistency of the QML breakpoint estimator	statement	theorem 23	arxiv
HDHSS consistency of QML-breakpoint estimation in pervasive factor models	statement	corollary 32	arxiv
KPY5BGT6PK	definition	definition 5	arxiv
Short endpoint windows under ridge regularization	statement	lemma 39	arxiv
Bounds on empirical second moments	statement	lemma 36	arxiv
Lipschitz continuity of $\log \det$	statement	lemma 40	arxiv
Modulus of continuity for empirical second moments	statement	lemma 37	arxiv
Vanishing energy in short windows	statement	lemma 38	arxiv
QML objective function and QML breakpoint estimator $\hat \theta_n$	definition	definition 15	arxiv
YE7TKEC91N	statement	proposition 24	arxiv
ZVRSEVJ67C	statement	theorem 21	arxiv