A note on Studentized confidence intervals for the change-point

DOI10.1007/s00180-009-0175-7zbMath1223.62147OpenAlexW2131505391MaRDI QIDQ2430243

Claudia Kirch, Marie Hušková

Publication date: 6 April 2011

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-009-0175-7

zbMATH Keywords

mixingchange in meanblock bootstrapflat-top kernel

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric tolerance and confidence regions (62G15) Nonparametric statistical resampling methods (62G09)

Related Items (13)

Testing for parameter stability in nonlinear autoregressive models ⋮ Long-run variance estimation for spatial data under change-point alternatives ⋮ Evaluating stationarity via change-point alternatives with applications to fMRI data ⋮ Nuisance-parameter-free changepoint detection in non-stationary series ⋮ Robust multiscale estimation of time-average variance for time series segmentation ⋮ Detecting and estimating changes in dependent functional data ⋮ TFT-bootstrap: resampling time series in the frequency domain to obtain replicates in the time domain ⋮ M-Procedures for Detection of Changes for Dependent Observations ⋮ Change-point detection in a shape-restricted regression model ⋮ Bootstrap confidence intervals for multiple change points based on moving sum procedures ⋮ Change-point detection in panel data via double CUSUM statistic ⋮ Comments on: ``Extensions of some classical methods in change point analysis ⋮ Comments on: ``Extensions of some classical methods in change point analysis

Cites Work

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• Second-order correctness of the blockwise bootstrap for stationary observations
• Almost sure convergence of the Bartlett estimator
• Block permutation principles for the change analysis of dependent data
• Bootstrapping Sequential Change-Point Tests
• Change-point problem and bootstrap
• BIAS-CORRECTED NONPARAMETRIC SPECTRAL ESTIMATION
• Adaptive bandwidth choice

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