The asymptotic distribution of CUSUM estimator based on α-mixing sequences
From MaRDI portal
Publication:5042194
DOI10.1080/03610918.2020.1794006OpenAlexW3042802914MaRDI QIDQ5042194
Saisai Ding, Wenzhi Yang, Shipeng Wu, Min Gao
Publication date: 18 October 2022
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2020.1794006
Cites Work
- Unnamed Item
- Unnamed Item
- Monitoring parameter change in time series models
- Testing and dating of structural changes in practice
- Strong convergence rate of estimators of change point and its application
- The asymptotic behavior of some nonparametric change-point estimators
- Change-point in the mean of dependent observations
- Covariance inequalities for strongly mixing processes
- On score vector- and residual-based CUSUM tests in ARMA-GARCH models
- The CUSUM Test for Detecting Structural Changes in Strong Mixing Processes
- Some probability inequalities of least-squares estimator in non linear regression model with strong mixing errors
- ASYMPTOTIC PROPERTIES OF THE CUSUM ESTIMATOR FOR THE TIME OF CHANGE IN LINEAR PANEL DATA MODELS
- A functional central limit theorem for strongly mixing sequences of random variables
- A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
- The problem of the Nile: Conditional solution to a changepoint problem
- Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance
- LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES
- Consistent and powerful graph-based change-point test for high-dimensional data
- The Cusum of Squares Test for Scale Changes in Infinite Order Moving Average Processes
- The Cusum Test for Parameter Change in Time Series Models
- Consistent and powerful non-Euclidean graph-based change-point test with applications to segmenting random interfered video data
- Change‐point detection in panel data
- Convergence of Distributions Generated by Stationary Stochastic Processes
- Some Limit Theorems for Stationary Processes
- CONTINUOUS INSPECTION SCHEMES
This page was built for publication: The asymptotic distribution of CUSUM estimator based on α-mixing sequences