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

MaRDI QIDQ5320105zbMATH OpenFDO

Authors Sier Han, Zheng Tian, Hongjun Wang

Publication date 22 July 2009

zbMATH Keywords

change-point estimationHájek-Rényi inequalityheavy-tails

Mathematics Subject Classification ID

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

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