The CUSUM statistics of change-point models based on dependent sequences

DOI10.1080/02664763.2021.1913104OpenAlexW3153420192MaRDI QIDQ5093036FDOQ5093036

Authors: Saisai Ding, Hongyan Fang, Xiang Dong, Wenzhi Yang 

Publication date: 26 July 2022

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664763.2021.1913104

zbMATH Keywords

limit distributionchange-pointsCUSUM statisticsconvergence rateassociated sequences

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics (62Pxx)

Cites Work

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Cited In (2)

• Hajek-Renyi-type inequality for \((\alpha, \beta)\)-mixing sequences and its application to change-point model
• Quasi-stationary biases of change point and change magnitude estimation after sequential cusum test

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