Convergence rate of a location parameter change-point estimator

DOI10.3969/J.ISSN.0253-2778.2015.03.006MaRDI QIDQ3463002zbMATH OpenFDO

Authors Changchun Tan, Xiangxiang Yu, Cuiling Dong

Publication date 15 January 2016

zbMATH Keywords

consistencychange pointU-statisticsconvergence ratecumulative sum

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12)

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Cited in

(7)

• Consistency of change point estimators for symmetrical stable distribution with parameters shift
• Strong convergence rate of the location parameter change-point estimator
• The geometric convergence rate of the classical change-point estimate
• Strong convergence rate of a change-point estimator for a scale parameter
• Rate of Convergence of a Change Point Estimator in a Misspecified Regression Model
• An Estimate of a Change Point in Variance of Measurement Errors and Its Convergence Rate
• Rate of convergence for multiple change-points estimation of moving-average processes

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