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.

引用

下载

页码：765 / 768

页数：4

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