Testing for epidemic changes in the mean of a multiparameter stochastic process

DOI10.1016/j.jspi.2014.03.001zbMath1287.62018OpenAlexW2028684391MaRDI QIDQ2453616

Béatrice Bucchia

Publication date: 10 June 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.2014.03.001

zbMATH Keywords

invariance principlechange point estimationchange point detectionmaxima of Gaussian fieldstrimmed maximum-type test statistic

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Functional limit theorems; invariance principles (60F17) Non-Markovian processes: hypothesis testing (62M07) Asymptotic properties of parametric tests (62F05)

Related Items (6)

Epidemic change-point detection in general causal time series ⋮ Long-run variance estimation for spatial data under change-point alternatives ⋮ Detecting anomalies in fibre systems using 3-dimensional image data ⋮ Change-point detection and bootstrap for Hilbert space valued random fields ⋮ Extremes of locally stationary chi-square processes with trend ⋮ Modified tests for change points in variance in the possible presence of mean breaks

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