The CUSUM statistic of change point under NA sequences

In this paper, we investigate the CUSUM statistic of change point under the negatively associated (NA) sequences. By establishing the consistency estimators for mean and covariance functions respectively, the limit distribution of the CUSUM statistic is proved to be a standard Brownian bridge, which...

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Detalles Bibliográficos
Autores principales: Ling, Jin, Li, Xiao-qin, Yang, Wen-zhi, Jiao, Jian-ling
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Editorial Committee of Applied Mathematics - A Journal of Chinese Universities 2021
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8692227/
https://www.ncbi.nlm.nih.gov/pubmed/34955618
http://dx.doi.org/10.1007/s11766-021-4015-z

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8692227/
https://www.ncbi.nlm.nih.gov/pubmed/34955618
http://dx.doi.org/10.1007/s11766-021-4015-z

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