Incorporating a change-point estimator when bootstrapping the empirical distribution of a stationary process

DOI10.1080/03610926.2020.1780260OpenAlexW3043944052MaRDI QIDQ5081024

B. Gail Ivanoff, Neville C. Weber

Publication date: 1 June 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2020.1780260

zbMATH Keywords

asymptotic behaviorstationary processempirical distributionchange-pointmoving block bootstrap

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Order statistics; empirical distribution functions (62G30) Stationary stochastic processes (60G10) Nonparametric statistical resampling methods (62G09) Functional limit theorems; invariance principles (60F17)

Cites Work

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• Optimal rate of convergence for nonparametric change-point estimators for nonstationary sequences
• TESTING FOR DISTRIBUTIONAL CHANGE IN TIME SERIES
• Sequential block bootstrap in a Hilbert space with application to change point analysis

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