A nonparametric test for the change of the density function in strong mixing processes.

DOI10.1016/j.spl.2003.08.010zbMath1117.62472MaRDI QIDQ1423041

Sangyeol Lee, Seongryong Na

Publication date: 14 February 2004

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2003.08.010

zbMATH Keywords

Functional central limit theorem; A change point problem; Sequential density estimate; Strong mixing processes

Mathematics Subject Classification ID

62G10: Nonparametric hypothesis testing

60F17: Functional limit theorems; invariance principles

62M07: Non-Markovian processes: hypothesis testing

62L12: Sequential estimation

Related Items

Testing for parameter stability in quantile regression models, Change‐Point Tests for the Error Distribution in Non‐parametric Regression

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