Effect of dependence on statistics for determination of change
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Publication:1361628
DOI10.1016/S0378-3758(96)00138-3zbMATH Open1003.62537OpenAlexW2151277936MaRDI QIDQ1361628FDOQ1361628
Authors: Jaromír Antoch, Marie Hušková, Zuzana Prášková 
Publication date: 15 January 2003
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0378-3758(96)00138-3
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Cited In (35)
- Nonparametric estimation of structural change points in volatility models for time series
- Optimal change point detection in Gaussian processes
- A nonparametric test for the change of the density function in strong mixing processes.
- Testing for changes in the mean or variance of a stochastic process under weak invariance
- BOOTSTRAP INFERENCE FOR MULTIPLE CHANGE-POINTS IN TIME SERIES
- A comparison of single and multiple changepoint techniques for time series data
- Testing for changes in the covariance structure of linear processes
- Estimation of a change-point in the mean function of functional data
- Testing for changes in multivariate dependent observations with an application to temperature changes
- Testing appearance of linear trend
- Change-point detection based on weighted two-sample U-statistics
- Block permutation principles for the change analysis of dependent data
- Estimating change points in nonparametric time series regression models
- A more powerful test identifying the change in mean of functional data
- Kink estimation with correlated noise
- The shark fin function: asymptotic behavior of the filtered derivative for point processes in case of change points
- Change-point detection with rank statistics in long-memory time-series models
- Bootstrapping confidence intervals for the change-point of time series
- Asymptotic behaviour of a test statistic for detection of change in mean of vectors
- Nuisance-parameter-free changepoint detection in non-stationary series
- Parametric methodologies for detecting changes in maximum temperature of Tlaxco, Tlaxcala, México
- Changepoint analysis of Klementinum temperature series
- Testing the stability of the functional autoregressive process
- Change-point in the mean of dependent observations
- Testing for change in mean of independent multivariate observations with time varying covariance
- Abrupt change in mean using block bootstrap and avoiding variance estimation
- TFT-bootstrap: resampling time series in the frequency domain to obtain replicates in the time domain
- Binary segmentation and Bonferroni-type bounds
- M-procedures for detection of changes for dependent observations
- Convergence of series of moments on general exponential inequality
- Change point analysis of covariance functions: a weighted cumulative sum approach
- Gradual changes in long memory processes with applications
- Long-run variance estimation for spatial data under change-point alternatives
- Mean shift testing in correlated data
- Segmenting mean-nonstationary time series via trending regressions
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