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.
Acknowledgments
The authors are deeply grateful to editors and anonymous referees for their carefully read and insightful comments. The comments led us to significantly improve the paper.
Disclose statement
The author has no conflict of interest to disclose.