A fast estimation method for mean change point in massive data sets

DOI10.3969/J.ISSN.1001-4268.2020.05.005MaRDI QIDQ4983971zbMATH OpenFDO

Authors Ping Cao, Zhiming Xia

Publication date 26 April 2021

Full work available at URL https://doi.org/10.3969/J.ISSN.1001-4268.2020.05.005

zbMATH Keywords

change pointconsistencyconvergence rateleast-square methodlimiting distribution

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric estimation (62G05) Nonparametric hypothesis testing (62G10)

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