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

DOI10.1080/02664763.2021.1913104MaRDI QIDQ5093036zbMATH OpenOpenAlexFDO

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)

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

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