Change point detection in dependent sequences: invariance principles for some quadratic statistics.

MaRDI QIDQ1856487zbMATH OpenFDO

Authors Charles Suquet, Marie-Claude Viano

Publication date 10 February 2003

Published in Mathematical Methods of Statistics (Search for Journal in Brave)

zbMATH Keywords

associationchange pointdistribution-free Cramer-von Mises test statisticperturbed empirical processstrong mixing

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Inference from stochastic processes (62M99)

Recommendations

• Change-point detection under dependence based on two-sample \(U\)-statistics
• The change-point problem for dependent observations
• Change-point in the mean of dependent observations
• Cramér-von Mises tests for change points
• Detecting change in a random sequence

Cited in

(3)

• A change detection procedure for an ergodic diffusion process
• On \(L^2\) space approach to change point problems
• M-procedures for detection of changes for dependent observations

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