Change point estimation for a weakly dependent sequence

DOI10.1016/S1631-073X(02)02460-3zbMath1032.62076MaRDI QIDQ1854702

Patrick Ango Nze, Clémentine Prieur

Publication date: 16 March 2004

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05) Non-Markovian processes: estimation (62M09)

Related Items

Change point estimation by local linear smoothing under a weak dependence condition

Cites Work

• Variable bandwidth and local linear regression smoothers
• A new weak dependence condition and applications to moment inequalities
• Asymptotic theory of weakly dependent stochastic processes
• A triangular central limit theorem under a new weak dependence condition