Hajek-Renyi-type inequality for \((\alpha, \beta)\)-mixing sequences and its application to change-point model

DOI10.1186/s13660-022-02867-0zbMath1509.60077MaRDI QIDQ6038923

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Publication date: 3 May 2023

Published in: Journal of Inequalities and Applications (Search for Journal in Brave)

zbMATH Keywords

change point; CUSUM estimator; Hajek-Renyi-type inequality; \((\alpha, \beta)\)-mixing sequence

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

60E15: Inequalities; stochastic orderings