Change-point in the mean of dependent observations (Q1305227)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Change-point in the mean of dependent observations |
scientific article; zbMATH DE number 1346083
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Change-point in the mean of dependent observations |
scientific article; zbMATH DE number 1346083 |
Statements
Change-point in the mean of dependent observations (English)
0 references
8 May 2000
0 references
We prove the consistency of CUSUM-type estimators of the point of shift in the means of a sequence of observations and obtain the rates of convergence. A non-restrictive dependence structure is allowed, making the result applicable to nonlinear and non-stationary sequences. The proof is based on a fairly general Hájek-Rényi-type inequality.
0 references
change-point estimation
0 references
dependent observations
0 references
Hajek-Renyi inequality
0 references
0 references
0.9166899
0 references
0.9155321
0 references
0.89338315
0 references
0.8815175
0 references
0.88009524
0 references
