Limit theorem in change-point analysis for dependent data.

MaRDI QIDQ3224029zbMATH OpenFDO

Authors Alexander Schmitz

Publication date 12 March 2012

Full work available at URL http://kups.ub.uni-koeln.de/4224/

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Functional limit theorems; invariance principles (60F17) Limit theorems in probability theory (60F99)

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(2)

• Structural changes in autoregressive models for binary time series
• A weighted U-statistic based change point test for multivariate time series

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