The asymptotic distribution of CUSUM estimator based on <i>α</i>-mixing sequences (Q5042194): Difference between revisions

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Revision as of 18:34, 5 March 2024

scientific article; zbMATH DE number 7603861
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The asymptotic distribution of CUSUM estimator based on <i>α</i>-mixing sequences
scientific article; zbMATH DE number 7603861

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    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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