Multiscale detection of practically significant changes in a gradually varying time series

DOI10.1214/26-EJS2485MaRDI QIDQ6862775zbMATH OpenFDO

Authors Patrick Bastian, Holger Dette

Publication date 6 February 2026

Published in Electronic Journal of Statistics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://projecteuclid.org/journals/electronic-journal-of-statistics/volume-20/issue-1/Multiscale-detection-of-practically-significant-changes-in-a-gradually-varying/10.1214/26-EJS2485.full

zbMATH Keywords

bootstrapchange point detectionmultiscale statisticsrelevant hypothesestime series

Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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