Detection of change-points near the end points of long-range dependent sequences
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Publication:1012397
DOI10.1016/j.crma.2009.02.002zbMath1158.62024OpenAlexW1988517995MaRDI QIDQ1012397
Weilin Nie, Samir Ben Hariz, Qiang Zhang, Jonathan J. Wylie
Publication date: 16 April 2009
Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.crma.2009.02.002
Related Items (1)
Cites Work
- The effect of long-range dependence on change-point estimators
- Detection of change-points near the end points of long-range dependent sequences
- Nonparametric change-point estimation
- The asymptotic behavior of some nonparametric change-point estimators
- Change-point in the mean of dependent observations
- On the rate of almost sure convergence of Dümbgen's change-point estimators
- Optimal rate of convergence for nonparametric change-point estimators for nonstationary sequences
- Rates of convergence for the change-point estimator for long-range dependent sequences
- Boundary estimation based on set-indexed empirical processes
- Inference about the change-point in a sequence of random variables
- Exponential and polynomial tailbounds for change-point estimators
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