On testing for \textit{weak change} in the conditional mean of a class of nonlinear heteroscedastic models

DOI10.1007/S11749-025-00997-3MaRDI QIDQ7229933zbMATH OpenFDO

Authors Fatma Aouissaoui, Joseph Ngatchou-Wandji, Hamdi Fathallah

Publication date 17 April 2026

Published in Test (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S11749-025-00997-3

zbMATH Keywords

change-point testingcontiguitynonlinear time series modelsweak convergence

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17) Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03) Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20)

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