Extensions of some classical methods in change point analysis
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Functional limit theorems; invariance principles (60F17) Asymptotic properties of parametric tests (62F05) Stochastic approximation (62L20) Non-Markovian processes: hypothesis testing (62M07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12) Applications of statistics to economics (62P20)
Recommendations
- scientific article; zbMATH DE number 4161902
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- Comments on: ``Extensions of some classical methods in change point analysis
- Rejoinder on: ``Extensions of some classical methods in change point analysis
- High dimensional change point inference: recent developments and extensions
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(88)- High dimensional efficiency with applications to change point tests
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- Comments on: ``Extensions of some classical methods in change point analysis
- Comments on: ``Extensions of some classical methods in change point analysis
- Comments on: ``Extensions of some classical methods in change point analysis
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