Detection of change-points near the end points of long-range dependent sequences
From MaRDI portal
Publication:1012397
DOI10.1016/J.CRMA.2009.02.002zbMATH Open1158.62024OpenAlexW1988517995MaRDI QIDQ1012397FDOQ1012397
Authors: Weilin Nie, Samir Ben Hariz, Jonathan J. Wylie, Qiang Zhang 
Publication date: 16 April 2009
Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.crma.2009.02.002
Recommendations
- Change-point detection for long-range dependent sequences in a general setting
- Nonparametric change-point estimation for dependent sequences
- Convergence rates for estimating a change-point with long-range dependent sequences
- Rates of convergence for the change-point estimator for long-range dependent sequences
- Change point estimation based on Wilcoxon tests in the presence of long-range dependence
Cites Work
- The effect of long-range dependence on change-point estimators
- Nonparametric change-point estimation
- Title not available (Why is that?)
- Rates of convergence for the change-point estimator for long-range dependent sequences
- Inference about the change-point in a sequence of random variables
- The asymptotic behavior of some nonparametric change-point estimators
- Change-point in the mean of dependent observations
- On the rate of almost sure convergence of Dümbgen's change-point estimators
- Optimal rate of convergence for nonparametric change-point estimators for nonstationary sequences
- Title not available (Why is that?)
- Boundary estimation based on set-indexed empirical processes
- Exponential and polynomial tailbounds for change-point estimators
- Detection of change-points near the end points of long-range dependent sequences
Cited In (4)
This page was built for publication: Detection of change-points near the end points of long-range dependent sequences
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1012397)
