Author:
Wang Wei,Wu Yi,Wang Wenqin,Zhou Kai,Chen Kan,Tao Xinran
Abstract
AbstractIn this paper, we investigate the Hajek–Renyi-type inequalities for $(\alpha ,\beta )$
(
α
,
β
)
-mixing sequences. As an important application of the results, we further study the CUSUM-type estimator of mean change-point models for $(\alpha , \beta )$
(
α
,
β
)
-mixing sequences. We establish the convergence rate of weak consistency for the CUSUM estimator. Moreover, we also present some simulation studies and a real data example to support the theoretical results.
Funder
the Natural Science Foundation of Anhui Province
the Provincial Humanities and Social Science Research Project of Anhui Colleges
the Key Research Project of Chaohu University
Anhui Province Curriculum Ideological and Political Teaching Team
Innovative Research Group Project of the National Natural Science Foundation of China
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Discrete Mathematics and Combinatorics,Analysis