Change point detection in dependent sequences: invariance principles for some quadratic statistics.
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Publication:1856487
zbMath1103.62347MaRDI QIDQ1856487
Charles Suquet, Marie-Claude Viano
Publication date: 10 February 2003
Published in: Mathematical Methods of Statistics (Search for Journal in Brave)
strong mixingassociationchange pointdistribution-free Cramer-von Mises test statisticperturbed empirical process
Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Inference from stochastic processes (62M99)
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