Invariance principles for change-point problems under dependent random variables

DOI10.17654/TS059020081zbMATH Open1490.62240OpenAlexW3097390752MaRDI QIDQ5036029FDOQ5036029

Authors: Echarif Elharfaoui, Michel Harel 

Publication date: 23 February 2022

Published in: Far East Journal of Theoretical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.17654/ts059020081

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zbMATH Keywords

U-statisticschange-point tests

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

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• Nonparametric Tests for Shift at an Unknown Time Point
• Invariance principles for changepoint problems
• Asymptotic score-statistic processes and tests for constant hazard against a change-point alternative
• Test Procedures for Possible Changes in Parameters of Statistical Distributions Occurring at Unknown Time Points
• Nonparametric statistical procedures for the changepoint problem
• Tests for change of parameter at unknown times and distributions of some related functionals on Brownian motion

Cited In (5)

• The change-point problem for dependent observations
• Title not available (Why is that?)
• Testing for change-point of the first-order autoregressive time series models
• Title not available (Why is that?)
• Title not available (Why is that?)

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