A distribution free test for changes in the trend function of locally stationary processes

DOI10.1214/21-EJS1871zbMath1476.62079arXiv2005.11132OpenAlexW3186230236MaRDI QIDQ2233554

Florian Heinrichs, Dette, Holger

Publication date: 11 October 2021

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

Full work available at URL: https://arxiv.org/abs/2005.11132

zbMATH Keywords

nonparametric regressionchange point analysislocal stationary processes

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10)

Uses Software

• ElemStatLearn
• breakfast

Cites Work

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