A fully flexible changepoint test for regression models with stationary errors

DOI10.5705/SS.202018.0275MaRDI QIDQ5134496zbMATH OpenOpenAlexWikidataFDO

Authors Michael Robbins

Publication date 16 November 2020

Published in STATISTICA SINICA (Search for Journal in Brave)

Full work available at URL https://doi.org/10.5705/ss.202018.0275

zbMATH Keywords

asymptotic theorychangepointstime series analysis

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12) Climate science and climate modeling (86A08)

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Cited in

(4)

• Detection and Correction of Artificial Shifts in Climate Series
• Schwarz information criterion based tests for a change-point in regression models
• Varying-coefficient model and applications for the periodic time series
• Time series regression with persistent level shifts

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