Test for change point detection in nonparametric regression model for time series

DOI10.7612/J.ISSN.1000-2537.2016.01.013zbMATH Open1349.62430MaRDI QIDQ2990754FDOQ2990754

Authors: Yaodong Sun, Bao Xu, Zhiwen Zhao 

Publication date: 10 August 2016

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zbMATH Keywords

ratio testnonparametric regression modelvariance change point

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cited In (16)

• Two tests for sequential detection of a change-point in a nonlinear model
• Testing for autocovariances changes in time series models with nonparametric trends
• Testing for change points in partially linear models
• Estimating change points in nonparametric time series regression models
• A fully flexible changepoint test for regression models with stationary errors
• Ratio tests for variance change in nonparametric regression
• Research on change-point detection for parameters in regression model
• Detecting change structures of nonparametric regressions
• Testing for changes in autocovariances of nonparametric time series models
• A change-point problem in relative error-based regression
• Change detection in linear regression with time series errors
• Testing for a change of the innovation distribution in nonparametric autoregression: the sequential empirical process approach
• Consistent nonparametric change point detection combining CUSUM and marked empirical processes
• Title not available (Why is that?)
• Ratio test to detect variance change in nonparametric regression model under random design
• Two Non-Parametric Tests For Change-Point Problems. IDOPT Project: It is a joint project of CNRS, INRIA, UJF and INPG

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