Detection of change-points near the end points of long-range dependent sequences

DOI10.1016/j.crma.2009.02.002zbMath1158.62024MaRDI QIDQ1012397

Qiang Zhang, Weilin Nie, Samir Ben Hariz, Jonathan J. Wylie

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

Mathematics Subject Classification ID

62G20: Asymptotic properties of nonparametric inference

62G05: Nonparametric estimation

Related Items

Detection of change-points near the end points of long-range dependent sequences

Cites Work

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• Boundary estimation based on set-indexed empirical processes
• Inference about the change-point in a sequence of random variables
• Exponential and polynomial tailbounds for change-point estimators