Rejoinder on: ``Extensions of some classical methods in change point analysis
From MaRDI portal
Publication:2513927
DOI10.1007/s11749-014-0375-5zbMath1305.62311MaRDI QIDQ2513927
Publication date: 29 January 2015
Published in: Test (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11749-014-0375-5
62P20: Applications of statistics to economics
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62P12: Applications of statistics to environmental and related topics
62L20: Stochastic approximation
60F17: Functional limit theorems; invariance principles
62M07: Non-Markovian processes: hypothesis testing
62F05: Asymptotic properties of parametric tests
Cites Work
- Trimmed stable AR(1) processes
- Detecting and estimating changes in dependent functional data
- On image segmentation using information theoretic criteria
- Asymptotics of trimmed CUSUM statistics
- The central limit theorem for sums of trimmed variables with heavy tails
- Non-central limit theorems for random selections
- Consistency of an estimator of the number of changes in binomial observations
- Testing stationarity of functional time series
- ASYMPTOTIC BEHAVIOR OF TRIMMED SUMS
- TESTING EQUALITY OF MEANS WHEN THE OBSERVATIONS ARE FROM FUNCTIONAL TIME SERIES
- An estimator of the number of change points based on a weak invariance principle
