Comments on: ``Extensions of some classical methods in change point analysis
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Publication:5971364
DOI10.1007/s11749-014-0377-3zbMath1305.62314MaRDI QIDQ5971364
Publication date: 29 January 2015
Published in: Test (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11749-014-0377-3
62P20: Applications of statistics to economics
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62P12: Applications of statistics to environmental and related topics
62L20: Stochastic approximation
60F17: Functional limit theorems; invariance principles
62M07: Non-Markovian processes: hypothesis testing
62F05: Asymptotic properties of parametric tests