The CUSUM statistics of change-point models based on dependent sequences
Sign Up to like & getrecommendations! Published in 2021 at "Journal of Applied Statistics"
DOI: 10.1080/02664763.2021.1913104
Abstract: In this paper, we investigate the mean change-point models based on associated sequences. Under some weak conditions, we obtain a limit distribution of CUSUM statistic which can be used to judge th... read more here.
Keywords: cusum statistics; statistics change; models based; change point ... See more keywords