Almost sure convergence of the Bartlett estimator

DOI10.1007/S10998-005-0017-5zbMATH Open1092.62030OpenAlexW1988348892MaRDI QIDQ2368601FDOQ2368601

Authors: István Berkes, Lajos Horváth, Piotr Kokoszka, Q. M. Shao 

Publication date: 27 June 2006

Published in: Periodica Mathematica Hungarica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10998-005-0017-5

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zbMATH Keywords

long-range dependenceweak dependencecumulantsincrements of partial sumsvariance of the mean

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Strong limit theorems (60F15)

Cited In (13)

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• Bootstrapping confidence intervals for the change-point of time series
• Strong approximation for the sums of squares of augmented GARCH sequences
• Sequential Monitoring Variance Changes in Location Model
• Monitoring shifts in mean: asymptotic normality of stopping times
• ON DISTINGUISHING BETWEEN RANDOM WALK AND CHANGE IN THE MEAN ALTERNATIVES
• Multi-scale detection of rate changes in spike trains with weak dependencies
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