The CUSUM statistics of change-point models based on dependent sequences
Author:
Affiliation:
1. School of Mathematical Sciences, Anhui University, Hefei, People's Republic of China
2. School of Life Sciences, Anhui University, Hefei, People's Republic of China
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/02664763.2021.1913104
Reference30 articles.
1. Change-point problem and bootstrap
2. LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES
3. Common breaks in means and variances for panel data
4. Limit Theorems for Associated Random Fields and Related Systems
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