The SCUSUM estimation of variance change point in linear process

MaRDI QIDQ3109561zbMATH OpenFDO

Authors Wenzhi Zhao, Zhiming Xia

Publication date 27 January 2012

zbMATH Keywords

rate of convergence

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Non-Markovian processes: estimation (62M09)

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Cited in

(3)

• Variance estimation and change point detection for the hybrids of empirical and partial-sum processes
• Change point estimation of the variance of linear processes
• Limit properties of weighted cumulative sum estimator of change-point in variance

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