scientific article; zbMATH DE number 13332

MaRDI QIDQ3977931zbMATH OpenFDO

Authors Remigijus Leipus

Publication date 25 June 1992

zbMATH Keywords

asymptotic resultschangepoint problemempirical spectral processGaussian fieldGaussian stationary sequenceslinear sequencemoving average sequence

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15)

Recommendations

• Functional CLT for nonparametric estimates of the spectrum and change- point problem for a spectral function
• Nonparametric method for detecting the multidimensional change-point
• Testing and estimating in the change-point problem of the spectral function
• Detecting change in a random sequence
• The multiple change-points problem for the spectral distribution

Cited in

(3)

• Functional CLT for nonparametric estimates of the spectrum and change- point problem for a spectral function
• Testing and estimating in the change-point problem of the spectral function
• The multiple change-points problem for the spectral distribution

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