Estimation on mean-variance change-point of dependent sequence

DOI10.13338/J.ISSN.1006-8341.2017.02.010zbMATH Open1389.62039MaRDI QIDQ3131105FDOQ3131105

Authors: Xingshi He, Wenzhi Zhao, Huimin Wang 

Publication date: 29 January 2018

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zbMATH Keywords

rate of convergencechange-point problemCUSUM estimationdependent sequence

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05)

Cited In (9)

• The SCUSUM estimation of variance change point in linear process
• Multiple change-points estimation of moving-average processes under dependence assumptions
• Title not available (Why is that?)
• Change point estimation for a weakly dependent sequence
• Change-point in the mean of dependent observations
• Detection of multiple change points for linear processes under negatively super-additive dependence
• Change point estimation of the variance of linear processes
• Data-driven estimation of change-points with mean shift
• Algorithms for estimating the change-point of a Gaussian sequence and determining the variance of the estimate obtained

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