Gradient-based structural change detection for nonstationary time series M-estimation
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Publication:1650076
DOI10.1214/17-AOS1582zbMath1392.62280MaRDI QIDQ1650076
Publication date: 29 June 2018
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.aos/1525313080
Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric statistical resampling methods (62G09)
Related Items (3)
Functional weak limit theorem for a local empirical process of non-stationary time series and its application ⋮ Comparing time varying regression quantiles under shift invariance ⋮ Testing and estimation for clustered signals
Cites Work
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