Convergence rates for estimating a change-point with long-range dependent sequences

被引：3
|
作者：
Ben Hariz, S
Wylie, JJ
机构：
[1] Univ Maine, Dept Math, Lab Stat & Processus, F-72085 Le Mans 9, France
[2] City Univ Hong Kong, Dept Math, Kowloon, Hong Kong, Peoples R China
来源：
COMPTES RENDUS MATHEMATIQUE | 2005年 / 341卷 / 12期
关键词：
D O I：
10.1016/j.crma.2005.10.003
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
We consider a (possibly) long-range dependent sequence with a shift in the mean. We estimate the location of the change-point using a cumulative sum estimator. The 1/n convergence rate typical of the independent case is also achieved for short-memory and long-memory sequences.
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页码：765 / 768
页数：4
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