Convergence of the CUSUM estimation for a mean shift in linear processes with random coefficients
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DOI: 10.1007/s00180-024-01465-6
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- Saisai Ding & Xiaoqin Li & Xiang Dong & Wenzhi Yang, 2020. "The Consistency of the CUSUM-Type Estimator of the Change-Point and Its Application," Mathematics, MDPI, vol. 8(12), pages 1-12, November.
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Keywords
Linear process; Random coefficients; Convergence; Cumulative sum estimator; Change point;All these keywords.
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