Change-point in the mean of heavy-tailed dependent observations

zbMATH Open1174.62484MaRDI QIDQ5320105FDOQ5320105

Authors: Sier Han, Zheng Tian, Hongjun Wang 

Publication date: 22 July 2009

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zbMATH Keywords

heavy-tailschange-point estimationHájek-Rényi inequality

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cited In (9)

• A nonparametric test for the mean change-point in heavy-tail observation
• Strong convergence rate of robust estimator of change point
• Title not available (Why is that?)
• Truncating Estimation for the Mean Change-Point in Heavy-Tailed Dependent Observations
• Truncating estimation for the change in stochastic trend with heavy-tailed innovations
• Truncating estimation and its convergence for a mean change-point in heavy-tailed dependent observations
• Change-point in the mean of dependent observations
• An ANOVA-type test for multiple change points in the mean of heavy-tailed dependent sequence
• Detection and estimation of structural change in heavy-tailed sequence

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