Convergence rates in the law of large numbers for END linear processes with random coefficients
Sign Up to like & getrecommendations! Published in 2018 at "Communications in Statistics - Theory and Methods"
DOI: 10.1080/03610926.2018.1530790
Abstract: Abstract In this paper, we consider convergence rates in the Marcinkiewicz–Zygmund law of the large numbers for the END linear processes with random coefficients. We extend some results of Baum and Katz (1965) to the… read more here.
Keywords: law large; large numbers; random coefficients; processes random ... See more keywords
Detection of multiple change points for linear processes under negatively super-additive dependence
Sign Up to like & getrecommendations! Published in 2019 at "Journal of Inequalities and Applications"
DOI: 10.1186/s13660-019-2169-5
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… read more here.
Keywords: points linear; change; change points; multiple change ... See more keywords