Change-point in the mean of dependent observations (Q1305227): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q1354495 |
||
| Property / author | |||
| Property / author: Piotr S. Kokoszka / rank | |||
Revision as of 15:32, 28 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Change-point in the mean of dependent observations |
scientific article |
Statements
Change-point in the mean of dependent observations (English)
0 references
8 May 2000
0 references
We prove the consistency of CUSUM-type estimators of the point of shift in the means of a sequence of observations and obtain the rates of convergence. A non-restrictive dependence structure is allowed, making the result applicable to nonlinear and non-stationary sequences. The proof is based on a fairly general Hájek-Rényi-type inequality.
0 references
change-point estimation
0 references
dependent observations
0 references
Hajek-Renyi inequality
0 references
