Bump detection in the presence of dependency: does it ease or does it load?
DOI10.3150/20-BEJ1226zbMath1462.62516arXiv1906.08017OpenAlexW3080577485MaRDI QIDQ2203641
Markus Pohlmann, Axel Munk, Frank Werner, Farida N. Enikeeva
Publication date: 7 October 2020
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1906.08017
time seriesToeplitz matricesARMA processeschange point detectionminimax testingweak laws of large numbers
Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Minimax procedures in statistical decision theory (62C20) Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15) Non-Markovian processes: hypothesis testing (62M07)
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