Rates of convergence for the change-point estimator for long-range dependent sequences

Statistics and Probability Letters

Volumn 73, Issue 2, 2005, Pages 155-164

  Hariz, Samir Ben ^a   Wylie, Jonathan J ^b  

^a UNIVERSITÉ DU MAINE   (France)

^b CITY UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

Change point; Long range dependence; Rates of convergence

Indexed keywords

EID: 20444464468     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spl.2005.03.008     Document Type: Article

References (8)

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4. D. Ferger Exponential and polynomial tailbounds for change-point estimators J. Statist. Plann. Inference 92 2001 73-109
5. L. Giraitis R. Leipus D. Surgailis The change-point problem for dependent observations J. Statist. Plann. Inference 53 1996 297-310
6. L. Horváth P. Kokoszka The effect of long-range dependence on change-point estimators J. Statist. Plann. Inference 64 1997 57-81
7. P. Kokoszka R. Leipus Change-point in the mean of dependent observations Statist. Probab. Lett. 40 1998 385-393
8. F. Moricz Moment inequalities and the strong laws of large numbers Z. Wahrscheinlichkeitstheorie und Verw. Gebiete 35, 4 1976 299-314