scientific article; zbMATH DE number 3787896

MaRDI QIDQ3965452zbMATH OpenFDO

Authors Dominique Picard

Publication date 1982

zbMATH Keywords

change point modelsGaussian processgeneralization of Kolmogorov-Smirnov testinvariance theorem on empirical spectral cumulative distributionpower functiontesting stationaritytime series

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Non-Markovian processes: hypothesis testing (62M07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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