Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
10526198 | Statistics & Probability Letters | 2005 | 10 Pages |
Abstract
We consider a cumulative sum estimator for the change-point of a (possibly) long-range dependent sequence with a shift in the mean. We show that the 1/n convergence rate typical of the independent case is also achieved for short-memory and long-memory sequences.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Samir Ben Hariz, Jonathan J. Wylie,