Limit theorems in change-point problems with multivariate long-range dependent observations

DOI10.1524/stnd.21.3.283.23432zbMath1053.62091OpenAlexW2228123903MaRDI QIDQ4451688

Lihong Wang

Publication date: 1 March 2004

Published in: Statistics & Decisions (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1524/stnd.21.3.283.23432

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Functional limit theorems; invariance principles (60F17) Non-Markovian processes: hypothesis testing (62M07) Asymptotic properties of parametric tests (62F05) (L^p)-limit theorems (60F25)

Related Items (5)

Spurious regression between long memory series due to mis-specified structural breaks ⋮ Non‐Parametric Change‐Point Tests for Long‐Range Dependent Data ⋮ A simple test of changes in mean in the possible presence of long-range dependence ⋮ Wavelet change-point estimation for long memory non-parametric random design models ⋮ CHANGE-POINT DETECTION WITH RANK STATISTICS IN LONG-MEMORY TIME-SERIES MODELS

This page was built for publication: Limit theorems in change-point problems with multivariate long-range dependent observations