Ratio test for mean change-point in infinite variances sequence

DOI10.3969/J.ISSN.1008-5513.2019.03.012zbMATH Open1449.62103MaRDI QIDQ3307359FDOQ3307359

Authors: Lin Pi, Dan Wang 

Publication date: 12 August 2020

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zbMATH Keywords

ratio testchange-point in the meaninfinite variance sequence

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric hypothesis testing (62G10)

Cited In (6)

• Testing mean changes by maximal ratio statistics
• Title not available (Why is that?)
• Ratio test to detect change in the variance of linear process
• Ratio test for variance change point in linear process with long memory
• Detection of a change-point in variance by a weighted sum of powers of variances test
• Inference for mean change-point in infinite variance \(AR(p)\) process

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