Testing for the existence of a change-point in a specified time interval

MaRDI QIDQ4217113zbMATH OpenFDO

Authors Dietmar Ferger

Publication date 4 March 1999

zbMATH Keywords

bootstrap approximationchange of distributionsfunctional limit theoremstwo-time parameter U-statistic-type processes

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03) Applications of statistics in engineering and industry; control charts (62P30)

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(2)

• Optimal tests for the general two-sample problem
• Testing for bubbles and change-points

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