Estimation of Change-Point Models

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 to give the asymptotic p-value approximations of the likelihood ratio statistics from change-point models. © 2022, Springer Science+Business Media, LLC, part of Springer Nature.