Detection of multiple change points for linear processes under negatively super-additive dependence

DOI10.1186/s13660-019-2169-5zbMath1499.62335OpenAlexW2968460170WikidataQ127374172 ScholiaQ127374172MaRDI QIDQ2067984

Ling Liu, Xinsheng Liu, Piao Zhao, Yuncai Yu

Publication date: 19 January 2022

Published in: Journal of Inequalities and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/s13660-019-2169-5

zbMATH Keywords

weak convergence ratevariance changemultiple change pointsCUSUM-type estimationlinear processes under NSD

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03) Strong limit theorems (60F15)

Related Items (3)

Pointwise wavelet change-points estimation for dependent biased sample ⋮ Strong convergence rates of multiple change-point estimator for ρ-mixing sequence ⋮ Asymptotic normality and mean consistency of LS estimators in the errors-in-variables model with dependent errors

Uses Software

• changepoint
• wbs
• wbsts

Cites Work

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