Convergence of the CUSUM estimation for a mean shift in linear processes with random coefficients
Author:
Funder
National Natural Science Foundation of China
National Social Science Foundation of China
Publisher
Springer Science and Business Media LLC
Link
https://link.springer.com/content/pdf/10.1007/s00180-024-01465-6.pdf
Reference24 articles.
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3. Ding SS, Fang HY, Dong X, Yang WZ (2020) The consistency of the CUSUM-type estimator of the change-point and its application. Mathematics 8(12):2113. https://doi.org/10.3390/math8122113
4. Ferger D (2001) Exponential and polynomial Tailbounds for change-point estimators. J Stat Plan Inference 92(1–2):73–109
5. Hariz SB, Wylie JJ (2005) Rates of convergence for the change-point estimator for long-range dependent sequences. Stat Probab Lett 73(2):155–164
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