The consistency for CUSUM estimator of mean change-point model based on association

Min Gao, Wenzhi Yang, Xiaoqin Li and Mei Yao

Communications in Statistics - Theory and Methods, 2025, vol. 54, issue 6, 1836-1867

Abstract: This article studies the CUSUM estimators of the mean change-point based on the association errors and obtains some important consistency results. For example, the weak and strong convergence rates as well as the limit distribution are obtained for the estimators of the mean change-point and mean parameter. We extend the existing results of mean change points, and give some simulations with Normality and multivariate t distribution errors. As an application, two real data examples are provided to illustrate the analysis of the mean change-point.

Date: 2025
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DOI: 10.1080/03610926.2024.2350605

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