Hajek–Renyi-type inequality for ( α , β ) $(\alpha , \beta )$ -mixing sequences and its application to change-point model

Hajek–Renyi-type inequality for ( α , β ) $(\alpha , \beta )$ -mixing sequences and its application to change-point model

Abstract In this paper, we investigate the Hajek–Renyi-type inequalities for ( α , β ) $(\alpha ,\beta )$ -mixing sequences. As an important application of the results, we further study the CUSUM-type estimator of mean change-point models for ( α , β ) $(\alpha , \beta )$ -mixing sequences. We estab...

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Bibliographic Details
Main Authors: Wei Wang, Yi Wu, Wenqin Wang, Kai Zhou, Kan Chen, Xinran Tao
Format: Article
Language:English
Published: SpringerOpen 2022-10-01
Series:Journal of Inequalities and Applications
Subjects:
Hajek–Renyi-type inequality
( α , β ) $(\alpha ,\beta )$ -mixing sequence
Change point
CUSUM estimator
Online Access:https://doi.org/10.1186/s13660-022-02867-0

Internet

https://doi.org/10.1186/s13660-022-02867-0

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