The CUSUM statistic of change point under NA sequences

DOI10.1007/s11766-021-4015-zzbMath1499.62311OpenAlexW4200039430MaRDI QIDQ2076705

Xiaoqin Li, Jian-ling Jiao, Jin Ling, Wenzhi Yang

Publication date: 22 February 2022

Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11766-021-4015-z

zbMATH Keywords

Brownian bridgelimit distributionCUSUM statisticNA sequences

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

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