Abstract
In this paper, we investigate the Hajek–Renyi-type inequalities for (alpha ,beta )-mixing sequences. As an important application of the results, we further study the CUSUM-type estimator of mean change-point models for (alpha , beta )-mixing sequences. We establish the convergence rate of weak consistency for the CUSUM estimator. Moreover, we also present some simulation studies and a real data example to support the theoretical results.
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