The asymptotic distribution of CUSUM estimator based on <i>α</i>-mixing sequences (Q5042194): Difference between revisions
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scientific article; zbMATH DE number 7603861
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English | The asymptotic distribution of CUSUM estimator based on <i>α</i>-mixing sequences |
scientific article; zbMATH DE number 7603861 |
Statements
The asymptotic distribution of CUSUM estimator based on <i>α</i>-mixing sequences (English)
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18 October 2022
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Brownian bridge
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change point detection
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CUSUM estimator
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\(\alpha\)-mixing sequence
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