Change point analysis based on empirical characteristic functions
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Publication:2499565
DOI10.1007/s00184-005-0008-9zbMath1141.62317OpenAlexW1574326631MaRDI QIDQ2499565
Simos G. Meintanis, Marie Hušková
Publication date: 14 August 2006
Published in: Metrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00184-005-0008-9
Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30) Characteristic functions; other transforms (60E10) Functional limit theorems; invariance principles (60F17)
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