Detecting relevant changes in the mean of nonstationary processes -- a mass excess approach
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Publication:2284384
DOI10.1214/19-AOS1811zbMath1435.62320arXiv1801.09874MaRDI QIDQ2284384
Publication date: 15 January 2020
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1801.09874
Gaussian approximationchange point analysislocal linear estimationlocally stationary processrearrangement estimatorsrelevant change points
Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) General second-order stochastic processes (60G12) Nonparametric statistical resampling methods (62G09)
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