A nonparametric test for the change of the density function in strong mixing processes.

DOI10.1016/j.spl.2003.08.010zbMath1117.62472OpenAlexW2104697764MaRDI QIDQ1423041

Sangyeol Lee, Seongryong Na

Publication date: 14 February 2004

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2003.08.010

zbMATH Keywords

Functional central limit theoremA change point problemSequential density estimateStrong mixing processes

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Functional limit theorems; invariance principles (60F17) Non-Markovian processes: hypothesis testing (62M07) Sequential estimation (62L12)

Related Items

TESTING FOR A CHANGE OF THE INNOVATION DISTRIBUTION IN AN ARCH MODEL, Change‐Point Tests for the Error Distribution in Non‐parametric Regression, Testing for parameter stability in quantile regression models, Monitoring procedures for strict stationarity based on the multivariate characteristic function

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