Change-point in the mean of dependent observations

DOI10.1016/S0167-7152(98)00145-XzbMath0935.62097OpenAlexW1988764521MaRDI QIDQ1305227

Publication date: 8 May 2000

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(98)00145-x

zbMATH Keywords

change-point estimation dependent observations Hajek-Renyi inequality

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05) Non-Markovian processes: estimation (62M09) Point estimation (62F10)

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