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A strong convergence rate of estimator of variance change in linear processes and its applications - MaRDI portal

A strong convergence rate of estimator of variance change in linear processes and its applications (Q5280364)

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scientific article; zbMATH DE number 6750735
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A strong convergence rate of estimator of variance change in linear processes and its applications
scientific article; zbMATH DE number 6750735

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    A strong convergence rate of estimator of variance change in linear processes and its applications (English)
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    20 July 2017
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    variance change
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    linear processes
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    CUSUM estimator
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    strong convergence
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