Multiple change-points estimation of moving-average processes under dependence assumptions

DOI10.1080/10020070412331344151zbMath1078.62097OpenAlexW1977747749MaRDI QIDQ2583361

Yun Xia Li, Zhang, Lixin

Publication date: 16 January 2006

Published in: Progress in Natural Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10020070412331344151

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09)

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Change-point estimation of a mean shift in moving-average processes under dependence assump\-tions ⋮ Data-driven estimation of change-points with mean shift ⋮ Rate of convergence for multiple change-points estimation of moving-average processes

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