Hajek-Renyi-type inequality for \((\alpha, \beta)\)-mixing sequences and its application to change-point model
From MaRDI portal
Publication:6038923
DOI10.1186/s13660-022-02867-0zbMath1509.60077OpenAlexW4304807327MaRDI QIDQ6038923
No author found.
Publication date: 3 May 2023
Published in: Journal of Inequalities and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1186/s13660-022-02867-0
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Detection of multiple changes in a sequence of dependent variables
- The effect of long-range dependence on change-point estimators
- The multiple filter test for change point detection in time series
- Estimator of a change point in single index models
- Hájek-Rényi-type inequality and strong law of large numbers for some dependent sequences
- A note on the Hajek-Renyi inequality for associated random variables
- Strong convergence rate of estimators of change point and its application
- The Hàjek-Rènyi-type inequality for associated random variables
- Multilinear forms and measures of dependence between random variables
- Strong consistency and rates for recursive nonparametric conditional probability density estimates under \((\alpha{}, \beta{})\)-mixing conditions
- The Hájek-Rényi inequality for the NA random variables and its application
- Change-point in the mean of dependent observations
- Hájek-Rényi-type inequality for associated sequences
- Change point detection for nonparametric regression under strongly mixing process
- Rates of convergence for the change-point estimator for long-range dependent sequences
- Extensions of some classical methods in change point analysis
- Hajek–Renyi-type inequality and strong law of large numbers for END sequences
- Generalization of an inequality of Kolmogorov
- Detection of a change-point in variance by a weighted sum of powers of variances test
- The CUSUM statistics of change-point models based on dependent sequences
- Consistency properties for the estimators of partially linear regression model under dependent errors