Rate of convergence for multiple change-points estimation of moving-average processes
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Publication:2501422
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Cites work
- scientific article; zbMATH DE number 3766771 (Why is no real title available?)
- A central limit theorem for stationary linear processes generated by linearly positively quadrant-dependent processes
- A functional central limit theorem for asymptotically negatively dependent random fields
- An invariance principle for certain dependent sequences
- Detection of multiple changes in a sequence of dependent variables
- Estimating and Testing Linear Models with Multiple Structural Changes
- LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES
- Least-squares estimation of an unknown number of shifts in a time series
- Maximal inequalities for partial sums of \(\rho\)-mixing sequences
- Moment inequalities and weak convergence for negatively associated sequences
- Multiple change-points estimation of moving-average processes under dependence assumptions
- On the invariance principle of \(\rho\)-mixing sequences of random variables
- Weak convergence for weighted empirical processes of dependent sequences
Cited in
(7)- Change-point estimation of a mean shift in moving-average processes under dependence assump\-tions
- Inference for a mean-reverting stochastic process with multiple change points
- Multiple change-points estimation of moving-average processes under dependence assumptions
- Strong convergence rates of multiple change-point estimator for ρ-mixing sequence
- Detection of multiple change points for linear processes under negatively super-additive dependence
- Research on the convergence of estimators for change points in the mean of mixing random sequences
- Data-driven estimation of change-points with mean shift
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