Research on the convergence of estimators for change points in the mean of mixing random sequences

MaRDI QIDQ2887161zbMATH OpenFDO

Authors Liwen Zhang, Xiuqing Zhou

Publication date 1 June 2012

Published in Journal of Nanjing University. Mathematical Biquarterly (Search for Journal in Brave)

zbMATH Keywords

consistencyconvergence rate\(\rho^-\)-mixing sequence\(\widetilde{\rho}\)-mixing sequence

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12)

Recommendations

• Strong convergence rates of multiple change-point estimator for ρ-mixing sequence
• Investigation of the convergence rate of an estimator for change points in the mean of normal distributions
• Convergence of changepoint estimators
• Rates of convergence for the change-point estimator for long-range dependent sequences
• Convergence in distribution of multiple change point estimators
• Convergence rates for estimating a change-point with long-range dependent sequences
• Strong convergence rate of estimators of change point and its application
• Rate of convergence for multiple change-points estimation of moving-average processes
• Optimal rate of convergence for nonparametric change-point estimators for nonstationary sequences

Cited in

(3)

• Multiple change-points estimation of moving-average processes under dependence assumptions
• Strong convergence rate of robust estimator of change point
• Investigation of the convergence rate of an estimator for change points in the mean of normal distributions

This page was built for publication: Research on the convergence of estimators for change points in the mean of mixing random sequences

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2887161)