\(M\)-procedures for detection of a change under weak dependence

DOI10.1016/J.JSPI.2014.01.006zbMath1285.62022OpenAlexW1990980917MaRDI QIDQ2448799

Ondřej Chochola, Zuzana Prášková

Publication date: 5 May 2014

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2014.01.006

zbMATH Keywords

change-point detection\(M\)-estimators\(L_p\)-\(m\)-approximability

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Point estimation (62F10) Asymptotic properties of parametric tests (62F05)

Related Items (4)

A comparison of single and multiple changepoint techniques for time series data ⋮ Gradient-based structural change detection for nonstationary time series M-estimation ⋮ Convergence of \(U\)-processes in Hölder spaces with application to robust detection of a changed segment ⋮ Comments on: ``Extensions of some classical methods in change point analysis

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