Epidemic change tests for the mean of innovations of an AR(1) process (Q273782): Difference between revisions

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+https://doi.org/10.1016/j.spl.2016.02.001
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+W2260725314
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@@ Property / cites work @@
+Detecting and estimating changes in dependent functional data
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+Parametric Statistical Change Point Analysis
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+Q4348180
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+Normal rank
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+Testing for change-points with rank and sign statistics
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+Monitoring changes in the error distribution of autoregressive models based on Fourier methods
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+Log-likelihood ratio test for detecting transient change
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+Functional central limit theorems for sums of nearly nonstationary processes
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+The limit distribution of the maximum increment of a random walk with regularly varying jump size distribution
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+Testing for a Change of the Innovation Distribution in Nonparametric Autoregression: The Sequential Empirical Process Approach
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+Change‐Point Tests for the Error Distribution in Non‐parametric Regression
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+Hölder norm test statistics for epidemic change
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+Necessary and sufficient condition for the functional central limit theorem in Hölder spaces
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+Testing epidemic changes of infinite dimensional parameters
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+Q5727879
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+Tests for change-points with epidemic alternatives
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+Publication:273782