Invariance principles for change-point problems under dependent random variables

DOI10.17654/TS059020081MaRDI QIDQ5036029zbMATH OpenOpenAlexFDO

Authors Echarif Elharfaoui, Michel Harel

Publication date 23 February 2022

Published in Far East Journal of Theoretical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.17654/ts059020081

zbMATH Keywords

change-point testsU-statistics

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cites work

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• scientific article; zbMATH DE number 4131440 (Why is no real title available?)
• scientific article; zbMATH DE number 3858075 (Why is no real title available?)
• scientific article; zbMATH DE number 3334700 (Why is no real title available?)
• Invariance principles for changepoint problems
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• Testing for a change in the parameter values and order of an autoregressive model
• Tests for change of parameter at unknown times and distributions of some related functionals on Brownian motion
• The likelihood ratio test for the change point problem for exponentially distributed random variables

Cited in

(5)

• The change-point problem for dependent observations
• scientific article; zbMATH DE number 4166333 (Why is no real title available?)
• scientific article; zbMATH DE number 5280181 (Why is no real title available?)
• scientific article; zbMATH DE number 1774243 (Why is no real title available?)
• Testing for change-point of the first-order autoregressive time series models

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