Nonparametric tests for detecting breaks in the jump behaviour of a time-continuous process

DOI10.3150/15-BEJ780zbMath1459.62067arXiv1412.5376MaRDI QIDQ520701

Yong-Cai Geng, Sumit K. Garg

Publication date: 5 April 2017

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1412.5376

zbMATH Keywords

weak convergence; change points; Lévy measure; multiplier bootstrap; sequential empirical processes

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62G10: Nonparametric hypothesis testing

62G09: Nonparametric statistical resampling methods

60G48: Generalizations of martingales

62L12: Sequential estimation

60J76: Jump processes on general state spaces