Change-point detection in the marginal distribution of a linear process
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Publication:502846
DOI10.1214/16-EJS1215zbMath1353.62095MaRDI QIDQ502846
Farid El Ktaibi, B. Gail Ivanoff
Publication date: 11 January 2017
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ejs/1481598074
62G10: Nonparametric hypothesis testing
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62G30: Order statistics; empirical distribution functions
60F17: Functional limit theorems; invariance principles
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