Consistency of change point estimators for symmetrical stable distribution with parameters shift

DOI10.1007/s11425-008-0041-zzbMath1144.62020OpenAlexW1997703703MaRDI QIDQ943435

Baiqi Miao, Chunlei Ge, Xiao Ping Shi

Publication date: 9 September 2008

Published in: Science in China. Series A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11425-008-0041-z

zbMATH Keywords

consistencystable distributionchange pointstrong convergence rate

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Asymptotic properties of parametric estimators (62F12) Nonparametric estimation (62G05) Point estimation (62F10)

Related Items (3)

Test for autocorrelation change in discretely observed Ornstein-Uhlenbeck processes driven by Lévy processes ⋮ Bootstrap testing multiple changes in persistence for a heavy-tailed sequence ⋮ A Statistical Test of Change-Point in Mean that Almost Surely Has Zero Error Probabilities

Cites Work

• Inference in a model with at most one slope-change point
• Change-point in the mean of dependent observations
• Exponential and polynomial tailbounds for change-point estimators
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Consistency of change point estimators for symmetrical stable distribution with parameters shift