A nonparametric test for the change of the density function in strong mixing processes.

DOI10.1016/J.SPL.2003.08.010zbMath1117.62472OpenAlexW2104697764MaRDI QIDQ1423041

Sangyeol Lee, Seongryong Na

Publication date: 14 February 2004

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2003.08.010

zbMATH Keywords

Functional central limit theoremA change point problemSequential density estimateStrong mixing processes

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Functional limit theorems; invariance principles (60F17) Non-Markovian processes: hypothesis testing (62M07) Sequential estimation (62L12)

Related Items (4)

TESTING FOR A CHANGE OF THE INNOVATION DISTRIBUTION IN AN ARCH MODEL ⋮ Change‐Point Tests for the Error Distribution in Non‐parametric Regression ⋮ Testing for parameter stability in quantile regression models ⋮ Monitoring procedures for strict stationarity based on the multivariate characteristic function

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