Estimation on mean-variance change-point of dependent sequence (Q3131105)
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scientific article; zbMATH DE number 6830740
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| English | Estimation on mean-variance change-point of dependent sequence |
scientific article; zbMATH DE number 6830740 |
Statements
29 January 2018
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dependent sequence
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change-point problem
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CUSUM estimation
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rate of convergence
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0.8485658764839172
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0.8355314135551453
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0.8153807520866394
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0.8061834573745728
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0.8061472177505493
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