Comments on: ``Extensions of some classical methods in change point analysis

DOI10.1007/s11749-014-0372-8zbMath1305.62316MaRDI QIDQ5971366

Nirian Martín, Leandro Pardo

Publication date: 29 January 2015

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11749-014-0372-8

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62P12: Applications of statistics to environmental and related topics

62L20: Stochastic approximation

60F17: Functional limit theorems; invariance principles

62M07: Non-Markovian processes: hypothesis testing

62F05: Asymptotic properties of parametric tests