scientific article; zbMATH DE number 922034
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zbMATH Open0864.62030MaRDI QIDQ4892799FDOQ4892799
Authors: Edit Gombay, Lajos Horváth, Marie Hušková 
Publication date: 22 June 1997
Title of this publication is not available (Why is that?)
Recommendations
- Testing and estimating change-points in time series
- Detecting Changes in Linear Regressions
- Ratio test to detect change in the variance of linear process
- Testing for changes in the mean or variance of a stochastic process under weak invariance
- Variance estimation free tests for structural changes in regression
weak convergencelimit distributionsBrownian bridgechange-pointindependent observationschange in varianceno-change null hypothesis
Nonparametric estimation (62G05) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Asymptotic distribution theory in statistics (62E20)
Cited In (27)
- Variance estimators in the chu‐white test for structural change
- Modified tests for change points in variance in the possible presence of mean breaks
- Bootstrap procedures for variance breaks test in time series with a changing trend
- Testing for changes in the mean or variance of a stochastic process under weak invariance
- Testing for changes in the covariance structure of linear processes
- Extensions of some classical methods in change point analysis
- An efficient algorithm for estimating a change-point
- Limit theorems for kernel-type estimators for the time of change
- Structural breaks in time series
- On variance estimation under shifts in the mean
- Ratio test to detect change in the variance of linear process
- Ratio test for variance change point in linear process with long memory
- Bayesian-type estimators of change points
- Change point detection and estimation methods under gamma series of observations
- An efficient algorithm to estimate the change in variance
- Detection and estimation of abrupt changes in the variability of a process
- Detection of multiple change points for linear processes under negatively super-additive dependence
- Optimal covariance change point localization in high dimensions
- Tests for scale changes based on pairwise differences
- Variance estimation for measures of change in probability sampling
- An asymptotic test for constancy of the variance under short-range dependence
- Nonparametric tests for a change in the coefficient of variation
- Variance estimation free tests for structural changes in regression
- Off-line testing for a changed segment in the sample variance
- Break detection in the covariance structure of multivariate time series models
- Change-of-variance problem for linear processes with long memory
- Detecting a change in variances
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