LAUSR.org creates dashboard-style pages of related content for over 1.5 million academic articles. Sign Up to like articles & get recommendations!

Detection of multiple change points for linear processes under negatively super-additive dependence

Photo from wikipedia

This paper focuses on the issue of detecting the multiple change points for linear processes under negatively super-additive dependence (NSD). We propose a CUSUM-type method in the multiple variance change… Click to show full abstract

This paper focuses on the issue of detecting the multiple change points for linear processes under negatively super-additive dependence (NSD). We propose a CUSUM-type method in the multiple variance change model and establish the weak convergence rate of the change points estimation. To carry out this method, we give a multiple variance-change iterative (MVCI) algorithm. Additionally, some simulations are implemented to substantiate the validity of the CUSUM-type method. Comparison with some best methods indicates that the CUSUM-type change point estimation is computationally competitive and superior in terms of the mean squared error (MSE).

Keywords: points linear; change; change points; multiple change; processes negatively; linear processes

Journal Title: Journal of Inequalities and Applications
Year Published: 2019

Link to full text (if available)


Share on Social Media:                               Sign Up to like & get
recommendations!

Related content

More Information              News              Social Media              Video              Recommended



                Click one of the above tabs to view related content.