scientific article; zbMATH DE number 5587083

zbMATH Open1166.62034MaRDI QIDQ3497658FDOQ3497658

Authors: Reza Habibi 

Publication date: 27 July 2009

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

Title of this publication is not available (Why is that?)

Recommendations

• Change-point in the mean of heavy-tailed dependent observations
• Detecting change-points in extremes
• Ratio detections for change point in heavy tailed observations
• Change points in heavy‐tailed multivariate time series: Methods using precision matrices
• A nonparametric test for the mean change-point in heavy-tail observation
• Change-point analysis in increasing dimension
• scientific article; zbMATH DE number 1916873
• Changepoint detection in non-exchangeable data

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)

Cited In (12)

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

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 Q3497658)