Change Point Detection with Stable AR(1) Errors

DOI10.1007/978-1-4939-3076-0_11zbMath1365.62332OpenAlexW2274662962MaRDI QIDQ5272948

Alina Bazarova, Lajos Horváth, István Berkes

Publication date: 5 July 2017

Published in: Asymptotic Laws and Methods in Stochastics (Search for Journal in Brave)

Full work available at URL: http://openlib.tugraz.at/595360a45c418

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Sequential statistical analysis (62L10) Functional limit theorems; invariance principles (60F17) Non-Markovian processes: hypothesis testing (62M07)

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