发表状态 | 已发表Published |
题名 | Change-point detection for long-range dependent sequences in a general setting |
作者 | |
发表日期 | 2009 |
发表期刊 | Nonlinear Analysis, Theory, Methods and Applications
![]() |
ISSN/eISSN | 0362-546X |
卷号 | 71期号:12页码:e2398-e2405 |
摘要 | We consider a sequence of observations (Xi)i = 1 ... n with a marginal distribution that is given by ℒ (Xi) = Pn if i ≤ n θn and ℒ (Xi) = Qn if i > n θn. The parameter 0 < θn < 1 is the location of the change-point which must be estimated and may depend on the sequence length. We consider the general case in which the change-point can converge to one of the end-points of the interval [0, 1] as the sequence length n tends to infinity. The sequence can be long-range dependent, short-range dependent or independent and may be nonstationary. We study a class of nonparametric estimators and prove that they are consistent and that the rate of convergence is 1 / n. We also deal with the case in which the distance between the distributions Pn and Qn tends to zero as n tends to infinity. © 2009 Elsevier Ltd. All rights reserved. |
关键词 | Change-point estimation long-range dependence |
DOI | 10.1016/j.na.2009.05.038 |
URL | 查看来源 |
收录类别 | SCIE |
语种 | 英语English |
WOS研究方向 | Mathematics |
WOS类目 | Mathematics, Applied ; Mathematics |
WOS记录号 | WOS:000277952800157 |
原始文献类型 | Article |
引用统计 | |
文献类型 | 期刊论文 |
条目标识符 | https://repository.uic.edu.cn/handle/39GCC9TT/2210 |
专题 | 个人在本单位外知识产出 |
通讯作者 | Ben Hariz, Samir |
作者单位 | 1.Department of Mathematics and Statistics, Wuhan University, Wuhan, China 2.Laboratoire de Statistique et Processus, Département de Mathématiques, 72085 Le Mans Cedex 9, Universite Maine. Av. Olivier Messiaen, France 3.Department of Mathematics, City University of Hong Kong, Kowloon Tong, Hong Kong 摘要 |
推荐引用方式 GB/T 7714 | Nie, Weilin,Ben Hariz, Samir,Wylie, Jonathanet al. Change-point detection for long-range dependent sequences in a general setting[J]. Nonlinear Analysis, Theory, Methods and Applications, 2009, 71(12): e2398-e2405. |
APA | Nie, Weilin, Ben Hariz, Samir, Wylie, Jonathan, & Zhang, Qiang. (2009). Change-point detection for long-range dependent sequences in a general setting. Nonlinear Analysis, Theory, Methods and Applications, 71(12), e2398-e2405. |
MLA | Nie, Weilin,et al."Change-point detection for long-range dependent sequences in a general setting". Nonlinear Analysis, Theory, Methods and Applications 71.12(2009): e2398-e2405. |
条目包含的文件 | 条目无相关文件。 |
除非特别说明,本系统中所有内容都受版权保护,并保留所有权利。
修改评论