Change-point detection for long-range dependent sequences in a general setting

DOI10.1016/j.na.2009.05.038zbMath1239.62029OpenAlexW2034107942MaRDI QIDQ425833

Samir Ben Hariz, Weilin Nie, Qiang Zhang, Jonathan J. Wylie

Publication date: 9 June 2012

Published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.na.2009.05.038

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Cites Work

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• The effect of long-range dependence on change-point estimators
• Nonparametric change-point estimation
• The asymptotic behavior of some nonparametric change-point estimators
• Change-point in the mean of dependent observations
• On the rate of almost sure convergence of Dümbgen's change-point estimators
• Optimal rate of convergence for nonparametric change-point estimators for nonstationary sequences
• Rates of convergence for the change-point estimator for long-range dependent sequences
• Exact local Whittle estimation of fractional integration
• Boundary estimation based on set-indexed empirical processes
• Inference about the change-point in a sequence of random variables
• Exponential and polynomial tailbounds for change-point estimators

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