scientific article; zbMATH DE number 5953292

zbMATH Open1356.62124MaRDI QIDQ3171434FDOQ3171434

Authors Barbora Madurkayová

Publication date 5 October 2011

Full work available at URL http://hdl.handle.net/10338.dmlcz/143667

zbMATH Keywords

block bootstrapalpha-mixingratio type test statistics

Mathematics Subject Classification ID

Non-Markovian processes: hypothesis testing (62M07)

Recommendations

• Testing mean changes by maximal ratio statistics
• A frequency domain bootstrap for ratio statistics in time series analysis
• Bootstrap confidence intervals for ratio estimation
• Ratio detections for change point in heavy tailed observations
• A Nonparametric bootstrapped estimate of the change-point
• Frequency domain bootstrap for ratio statistics under long-range dependence

Cited in

(3)

• Abrupt change in mean using block bootstrap and avoiding variance estimation
• Testing mean changes by maximal ratio statistics
• Testing structural changes in panel data with small fixed panel size and bootstrap

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3171434)