Strong consistency properties of the variance change point estimator based on strong-mixing samples

Strong consistency properties of the variance change point estimator based on strong-mixing samples

In this paper, our primary attention was centered on the issue of detecting the variance change point for strong-mixing samples. We delved into the cumulative sum (CUSUM) estimator of variance change model and established the strong convergence rate of the variance change point estimation. Furthermo...

Ful tanımlama

Detaylı Bibliyografya
Asıl Yazarlar: Mengmei Xi, Yi Wu, Xuejun Wang
Materyal Türü: Makale
Dil:English
Baskı/Yayın Bilgisi: AIMS Press 2024-10-01
Seri Bilgileri:AIMS Mathematics
Konular:
variance change point
cusum
strong-mixing sequence
strong consistency
Online Erişim:https://www.aimspress.com/article/doi/10.3934/math.20241452?viewType=HTML

Internet

https://www.aimspress.com/article/doi/10.3934/math.20241452?viewType=HTML

Benzer Materyaller