The Consistency of the CUSUM-Type Estimator of the Change-Point and Its Application
In this paper, we investigate the CUSUM-type estimator of mean change-point models based on <i>m</i>-asymptotically almost negatively associated (<i>m</i>-AANA) sequences. The family of <i>m</i>-AANA sequences contains AANA, NA, <i>m</i>-NA, and indepe...
Main Authors: | , , , |
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Format: | Article |
Language: | English |
Published: |
MDPI AG
2020-11-01
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Series: | Mathematics |
Subjects: | |
Online Access: | https://www.mdpi.com/2227-7390/8/12/2113 |