Rate of convergence for multiple change-points estimation of moving-average processes
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Publication:2501422
DOI10.1007/s11766-005-0019-3zbMath1097.60006OpenAlexW1529670848MaRDI QIDQ2501422
Publication date: 11 September 2006
Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11766-005-0019-3
Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Central limit and other weak theorems (60F05) Point estimation (62F10)
Related Items (3)
Data-driven estimation of change-points with mean shift ⋮ Strong convergence rates of multiple change-point estimator for ρ-mixing sequence ⋮ Detection of multiple change points for linear processes under negatively super-additive dependence
Cites Work
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- Estimating and Testing Linear Models with Multiple Structural Changes
- A functional central limit theorem for asymptotically negatively dependent random fields
- A central limit theorem for stationary linear processes generated by linearly positively quadrant-dependent processes
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