Rate of convergence for multiple change-points estimation of moving-average processes
DOI10.1007/S11766-005-0019-3zbMATH Open1097.60006OpenAlexW1529670848MaRDI QIDQ2501422FDOQ2501422
Authors: Yunxia Li, Lixin Zhang 
Publication date: 11 September 2006
Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11766-005-0019-3
Recommendations
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- Convergence rate of a location parameter change-point estimator
- Rate of convergence of the maximum likelihood estimate of a change-point
- Convergence rates for estimating a change-point with long-range dependent sequences
Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Central limit and other weak theorems (60F05)
Cites Work
- Detection of multiple changes in a sequence of dependent variables
- Multiple change-points estimation of moving-average processes under dependence assumptions
- Least-squares estimation of an unknown number of shifts in a time series
- Estimating and Testing Linear Models with Multiple Structural Changes
- LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES
- Moment inequalities and weak convergence for negatively associated sequences
- Maximal inequalities for partial sums of \(\rho\)-mixing sequences
- Weak convergence for weighted empirical processes of dependent sequences
- An invariance principle for certain dependent sequences
- A functional central limit theorem for asymptotically negatively dependent random fields
- A central limit theorem for stationary linear processes generated by linearly positively quadrant-dependent processes
- On the invariance principle of \(\rho\)-mixing sequences of random variables
- Title not available (Why is that?)
Cited In (7)
- Change-point estimation of a mean shift in moving-average processes under dependence assump\-tions
- Research on the convergence of estimators for change points in the mean of mixing random sequences
- Multiple change-points estimation of moving-average processes under dependence assumptions
- Detection of multiple change points for linear processes under negatively super-additive dependence
- Inference for a mean-reverting stochastic process with multiple change points
- Strong convergence rates of multiple change-point estimator for ρ-mixing sequence
- Data-driven estimation of change-points with mean shift
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