Tests for Change in a Mean Function when the Data are Dependent

DOI10.1111/1467-9892.00100MaRDI QIDQ4216176zbMATH OpenOpenAlexFDO

Authors J. D. Hart, Jae Hee Kim

Publication date 15 March 1999

Published in Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/1467-9892.00100

zbMATH Keywords

change-point modelsFourier serieslocal linear smoothingnonparametric regression

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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• scientific article; zbMATH DE number 2154633 (Why is no real title available?)
• Inference on variance components of autocorrelated sequences in the presence of drift
• Testing for change in mean for associated random variables
• Colour harmonization in car manufacturing processes
• Random Walks with Drift – A Sequential Approach
• Mean shift testing in correlated data
• On detecting non‐monotonic trends in environmental time series: a fusion of local regression and bootstrap

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