scientific article; zbMATH DE number 5587083

MaRDI QIDQ3497658zbMATH OpenFDO

Authors Reza Habibi

Publication date 27 July 2009

Full work available at URL http://pphmj.com/abstract/4056.htm

zbMATH Keywords

change pointBrownian bridgestable processstable bridgeheavy tailed observations

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Asymptotic distribution theory in statistics (62E20) Statistics of extreme values; tail inference (62G32)

Recommendations

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• Change-point analysis in increasing dimension
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Cited in

(12)

• Truncating estimation and its convergence for a mean change-point in heavy-tailed dependent observations
• Change-point in the mean of heavy-tailed dependent observations
• Doubly paired change-point analysis
• Detection and estimation of structural change in heavy-tailed sequence
• Truncating Estimation for the Mean Change-Point in Heavy-Tailed Dependent Observations
• Inference for multiple change points in heavy-tailed time series via rank likelihood ratio scan statistics
• Change-point analysis in increasing dimension
• Consistency of change point estimators for symmetrical stable distribution with parameters shift
• A nonparametric test for the mean change-point in heavy-tail observation
• Change points in heavy‐tailed multivariate time series: Methods using precision matrices
• Subsampling tests for the mean change point with heavy-tailed innovations
• A tail adaptive approach for change point detection

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