scientific article; zbMATH DE number 854964
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Publication:4869750
zbMath0839.62014MaRDI QIDQ4869750
Publication date: 12 March 1996
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
correlationlikelihood ratio testpowerchange in meanautoregressive processboundary crossing probabilitydependent observationsserial correlations
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03)
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A Bayesian detection of structural changes in autoregressive time series models ⋮ Block wild bootstrap-based CUSUM tests robust to high persistence and misspecification ⋮ A Bayesian analysis of a change in the parameters of autoregressive time series ⋮ Approximations to thep-values of tests for a change-point under non-standard conditions ⋮ Change-point problems: bibliography and review
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