The Consistency of the CUSUM-Type Estimator of the Change-Point and Its Application

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...

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Bibliographic Details
Main Authors: Saisai Ding, Xiaoqin Li, Xiang Dong, Wenzhi Yang
Format: Article
Language:English
Published: MDPI AG 2020-11-01
Series:Mathematics
Subjects:
CUSUM estimator
change-point
financial time series
negatively associated sequences
Online Access:https://www.mdpi.com/2227-7390/8/12/2113

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