Change-point tests under local alternatives for long-range dependent processes
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Publication:2396351
DOI10.1214/17-EJS1285zbMath1364.62110arXiv1506.07296OpenAlexW2962704349MaRDI QIDQ2396351
Publication date: 8 June 2017
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1506.07296
asymptotic relative efficiencylong-range dependenceempirical processlocal alternativeschange-point test
Nonparametric hypothesis testing (62G10) Gaussian processes (60G15) Asymptotic properties of nonparametric inference (62G20) Functional limit theorems; invariance principles (60F17)
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