Epidemic change tests for the mean of innovations of an AR(1) process

DOI10.1016/j.spl.2016.02.001zbMath1383.62132MaRDI QIDQ273782

F. Blanchet-Sadri, M. Dambrine

Publication date: 22 April 2016

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2016.02.001

zbMATH Keywords

autoregressive process; dyadic increments statistics; epidemic change; uniform increments statistics

Mathematics Subject Classification ID

62G10: Nonparametric hypothesis testing

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62G20: Asymptotic properties of nonparametric inference

60F17: Functional limit theorems; invariance principles