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Bootstrapping confidence intervals for the change-point of time series - MaRDI portal

Bootstrapping confidence intervals for the change-point of time series (Q3552859)

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Bootstrapping confidence intervals for the change-point of time series
scientific article

    Statements

    title
    Bootstrapping confidence intervals for the change-point of time series (English)
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    author
    Marie Hušková
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    Claudia Kirch
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    publication date
    22 April 2010
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    zbMATH Keywords
    confidence intervals
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    block bootstrap
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    mixing
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    change in mean
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    Identifiers

    Mathematics Subject Classification ID
    62G09
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    62G15
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    62G10
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    zbMATH DE Number
    5697516
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    OpenAlex ID
    W3122040517
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    arXiv ID
    0706.1485
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