University of Science and Technology

most citedTesting for change points in time series models and limiting theorems for NED sequences

52 citations

researchers with a paper here

C. C. Lih1
Chao-Qiang Geng1
Chuan Hung Chen1
Detlef Klimm1
R. Bertram1
Saud Bin Anooz1

collaborating institutions

Hadhramout UniversityYE1 paper
Hong Kong University of Science and TechnologyHK1 paper
Korea University of Science and TechnologyKR1 paper
Leibniz Institute for Crystal GrowthDE1 paper
National Center for Theoretical SciencesTW1 paper
National Cheng Kung UniversityTW1 paper
National Tsing Hua UniversityTW1 paper
Tzu Chi College of TechnologyTW1 paper
Tzu Chi UniversityTW1 paper

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math.ST2007★ 52 cited

Testing for change points in time series models and limiting theorems for NED sequences

Shiqing Ling

This paper first establishes a strong law of large numbers and a strong invariance principle for forward and backward sums of near-epoch dependent sequences. Using these limiting t…