The weighted sum of powers in mean for estimating a change point in linear processes with random coefficients
© 2024 Informa UK Limited, trading as Taylor & Francis Group.
| Veröffentlicht in: | Journal of applied statistics. - 1991. - 51(2024), 16 vom: 03., Seite 3308-3332 |
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| Format: | Online-Aufsatz |
| Sprache: | English |
| Veröffentlicht: |
2024
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| Zugriff auf das übergeordnete Werk: | Journal of applied statistics |
| Schlagworte: | Journal Article 60F15 62F12 Linear process change point consistency random coefficients weighted sum of powers |
| Zusammenfassung: | © 2024 Informa UK Limited, trading as Taylor & Francis Group. Let { X i , 1 ≤ i ≤ n } be a sequence of linear process based on dependent random variables with random coefficients, which has a mean shift at an unknown location. The weighted sum of powers in mean (WSPM, for short) estimator of the change point is proposed. The weak consistency, the rate of weak consistency and strong consistency for the WSPM estimator are established under some mild conditions. Simulation studies and two real data exercises are also provided to show the superiority of this new method to some existing methods |
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| Beschreibung: | Date Revised 05.12.2024 published: Electronic-eCollection Citation Status PubMed-not-MEDLINE |
| ISSN: | 0266-4763 |
| DOI: | 10.1080/02664763.2024.2346827 |