Strong convergence rate of estimators of change point and its application

DOI10.1016/j.csda.2008.11.015zbMath1452.62213OpenAlexW2015733689MaRDI QIDQ961223

Baiqi Miao, Yuehua Wu, Xiao Ping Shi

Publication date: 30 March 2010

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2008.11.015

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Computational methods for problems pertaining to statistics (62-08) Strong limit theorems (60F15)

Related Items (14)

A strong convergence rate of estimator of variance change in linear processes and its applications ⋮ The asymptotic distribution of CUSUM estimator based on α-mixing sequences ⋮ A note on the convergence rate of the kernel density estimator of the mode ⋮ Convergence of series of moments on general exponential inequality ⋮ The CUSUM statistics of change-point models based on dependent sequences ⋮ Hajek-Renyi-type inequality for \((\alpha, \beta)\)-mixing sequences and its application to change-point model ⋮ Data-driven estimation of change-points with mean shift ⋮ Strong convergence rates of multiple change-point estimator for ρ-mixing sequence ⋮ On nonparametric change point estimator based on empirical characteristic functions ⋮ Strong convergence rate of robust estimator of change point ⋮ A Statistical Test of Change-Point in Mean that Almost Surely Has Zero Error Probabilities ⋮ Detection of multiple change points for linear processes under negatively super-additive dependence ⋮ The CUSUM statistic of change point under NA sequences ⋮ Kernel estimators of mode under \(\psi\)-weak dependence

Cites Work

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• Detection of multiple changes in a sequence of dependent variables
• Nonparametric change-point estimation
• A note on the almost sure convergence of sums of negatively dependent random variables
• The Hájek-Rényi inequality for the NA random variables and its application
• Change-point in the mean of dependent observations
• A comparison theorem on moment inequalities between negatively associated and independent random variables
• Negative association of random variables, with applications
• Generalization of an inequality of Kolmogorov
• A Method for Simulating Stable Random Variables
• LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES
• Functional central limit theorems for strictly stationary processes satisfying the strong mixing condition
• Exponential and polynomial tailbounds for change-point estimators

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