Strong convergence rates of multiple change-point estimator for ρ-mixing sequence

被引：2

作者：

Yu, Yuncai ^{[1
]}

Chen, Zhicheng ^{[2
,3
]}

机构：

[1] Guangzhou Univ, Sch Econ & Stat, Guangzhou, Peoples R China

[2] Qufu Normal Univ, Sch Stat, Qufu 273165, Shandong, Peoples R China

[3] Henan Inst Sci & Technol, Dept Math, Xinxiang, Henan, Peoples R China

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2023年 / 52卷 / 13期

关键词：

CUSUM-type estimation; Multiple change-point; rho-mixing sequence; strong consistency; LINEAR-PROCESSES;

D O I：

10.1080/03610926.2021.1998532

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We consider the detection of multiple change-points for rho-mixing sequence. A CUSUM-type method is proposed to estimate the multiple mean change-points and the strong consistency of the multiple mean change-point estimation is proved when the number of change-point is known. Furthermore, we establish the strong convergence rate of this change-point estimation under mild conditions and simulations of multiple change-point detection are also presented.

引用

页码：4605 / 4621

页数：17

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