High dimensional efficiency with applications to change point tests
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Publication:1642675
DOI10.1214/18-EJS1442zbMath1392.62059OpenAlexW2808522379WikidataQ129700411 ScholiaQ129700411MaRDI QIDQ1642675
Claudia Kirch, John A. D. Aston
Publication date: 15 June 2018
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ejs/1528941678
Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of parametric tests (62F05)
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Uses Software
Cites Work
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