Bootstrapping confidence intervals for the change-point of time series
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Publication:3552859
DOI10.1111/j.1467-9892.2008.00589.xzbMath1194.62063arXiv0706.1485OpenAlexW3122040517MaRDI QIDQ3552859
Publication date: 22 April 2010
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0706.1485
Nonparametric hypothesis testing (62G10) Nonparametric tolerance and confidence regions (62G15) Nonparametric statistical resampling methods (62G09)
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Cites Work
- The use of subseries values for estimating the variance of a general statistic from a stationary sequence
- The asymptotic behavior of some nonparametric change-point estimators
- Convergence of changepoint estimators
- Change-point estimators in case of small disorders
- Effect of dependence on statistics for determination of change
- The jackknife and the bootstrap for general stationary observations
- Asymptotic distribution theory of change-point estimators and confidence intervals based on bootstrap approximation
- Almost sure convergence of the Bartlett estimator
- Block permutation principles for the change analysis of dependent data
- Change-point problem and bootstrap
- Convergence Properties of $S_n$ Under Moment Restrictions
- LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES
- Resampling in the frequency domain of time series to determine critical values for change-point tests
- Permutation tests in change point analysis
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