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Strong convergence rates of multiple change-point estimator for ρ-mixing sequence
- Source :
- Communications in Statistics - Theory and Methods. 52:4605-4621
- Publication Year :
- 2021
- Publisher :
- Informa UK Limited, 2021.
-
Abstract
- We consider the detection of multiple change-points for ρ-mixing sequence. A CUSUM-type method is proposed to estimate the multiple mean change-points and the strong consistency of the multiple mea...
Details
- ISSN :
- 1532415X and 03610926
- Volume :
- 52
- Database :
- OpenAIRE
- Journal :
- Communications in Statistics - Theory and Methods
- Accession number :
- edsair.doi...........245314b3f3854dfd82f3406ff54e398c