An ANOVA-type test for multiple change points in the mean of heavy-tailed dependent sequence

DOI10.13338/J.ISSN.1006-8341.2016.01.009MaRDI QIDQ2823484zbMATH OpenFDO

Authors Huiqin Lv, Wenzhi Zhao, Rui Zhao

Publication date 6 October 2016

Published in Basic Sciences Journal of Textile Universities (Search for Journal in Brave)

zbMATH Keywords

Monte Carlomultiple change pointsANOVA-type test statisticheavy-tailed dependent sequenceLévy process

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Analysis of variance and covariance (ANOVA) (62J10)

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