Epidemic change tests for the mean of innovations of an AR(1) process

DOI10.1016/j.spl.2016.02.001zbMath1383.62132OpenAlexW2260725314MaRDI QIDQ273782

F. Blanchet-Sadri, M. Dambrine

Publication date: 22 April 2016

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2016.02.001

zbMATH Keywords

autoregressive processdyadic increments statisticsepidemic changeuniform increments statistics

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Functional limit theorems; invariance principles (60F17)

Related Items (1)

Modified tests for change points in variance in the possible presence of mean breaks

Cites Work

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• Parametric Statistical Change Point Analysis
• Change‐Point Tests for the Error Distribution in Non‐parametric Regression
• Tests for change-points with epidemic alternatives

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