The CUSUM statistics of change-point models based on dependent sequences.
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ABSTRACT:
SUBMITTER: Ding S
PROVIDER: S-EPMC9225615 | biostudies-literature | 2022
REPOSITORIES: biostudies-literature
Publications
The CUSUM statistics of change-point models based on dependent sequences.
Ding Saisai S Fang Hongyan H Dong Xiang X Yang Wenzhi W
Journal of applied statistics 20210412 10
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 the mean change-mount δ n is satisfied or dissatisfied n 1 / 2 δ n = o ( 1 ) . We also study the consistency of sample covariances and change-point location statistics. Based on Normality and Lognormality data, some simulations such as empirical sizes, empirical powers and convergence are presented to ...[more]
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