Detection of changes in linear sequences
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Publication:1370546
DOI10.1023/A:1003110912735zbMath0937.62086MaRDI QIDQ1370546
Publication date: 14 June 2000
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Non-Markovian processes: estimation (62M09)
Related Items (14)
Strong approximation for RCA(1) time series with applications ⋮ Empirical likelihood approach for change-point estimation based on residuals in piecewise linear models ⋮ Optimal change point detection in Gaussian processes ⋮ Testing for changes in the mean or variance of long memory processes ⋮ TFT-bootstrap: resampling time series in the frequency domain to obtain replicates in the time domain ⋮ Block permutation principles for the change analysis of dependent data ⋮ Testing for changes in the mean or variance of a stochastic process under weak invariance ⋮ Sequential testing of gradual changes in the drift of a stochastic process ⋮ An estimator of the number of change points based on a weak invariance principle ⋮ Delay time in sequential detection of change ⋮ Testing for parameter stability in \(RCA(1)\) time series ⋮ Testing for Change-Points in Long-Range Dependent Time Series by Means of a Self-Normalized Wilcoxon Test ⋮ Monitoring parameter changes in models with a trend ⋮ Change-point in the mean of dependent observations
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