Data-driven semi-parametric detection of multiple changes in long-range dependent processes

DOI10.1214/20-EJS1757zbMath1462.62512arXiv1801.02515OpenAlexW2907213783MaRDI QIDQ2209823

Abdellatif Guenaizi, Jean-Marc Bardet

Publication date: 5 November 2020

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1801.02515

zbMATH Keywords

multiple changes semi-parametric detection

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Markov processes: estimation; hidden Markov models (62M05)

Uses Software

longmemo
CAPUSHE

Cites Work

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