A strong convergence rate of estimator of variance change in linear processes and its applications-Reference-Cited by-同舟云学术

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A strong convergence rate of estimator of variance change in linear processes and its applications

Published:2016-12-21 Issue:2 Volume:51 Page:314-330
ISSN:0233-1888
Container-title:Statistics
language:en
Short-container-title:Statistics

Author:

Qin Ruibing¹,Liu Weiqi²,Tian Zheng³

Affiliation:

1. School of Mathematical Science, Shanxi University, Taiyuan, Shanxi, People's Republic of China

2. Institute of Management and Decision, Shanxi University, Taiyuan, Shanxi, People's Republic of China

3. Department of Applied Mathematics, Northwestern Polytechnical University, Xi'an, Shaanxi, People's Republic of China

Funder

National Natural Science Foundation of China

Postdoctoral Science Foundation

Postdoctoral Science Special Foundation

Humanity and Social Science Foundation of Ministry of Education of China

National Social Science Foundation of China

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/02331888.2016.1268614

Reference16 articles.

1. Changes of Variance in First-Order Autoregressive Time Series Models-With an Application

2. Change-of-variance problem for linear processes with long memory

3. Monitoring Variance Change in Infinite Order Moving Average Processes and Nonstationary Autoregressive Processes

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1. Estimation of Variable Points of Variance Model with Measurement Error;Advances in Applied Mathematics;2024

2. Unsupervised Change Point Detection and Trend Prediction for Financial Time-Series Using a New CUSUM-Based Approach;IEEE Access;2022

3. Strong convergence rates of multiple change-point estimator for ρ-mixing sequence;Communications in Statistics - Theory and Methods;2021-11-11

4. Detection of multiple change points for linear processes under negatively super-additive dependence;Journal of Inequalities and Applications;2019-08-15

5. An efficient algorithm to estimate the change in variance;Economics Letters;2018-07

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