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Publication:2740459
zbMath0980.62076MaRDI QIDQ2740459
Publication date: 16 September 2001
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Asymptotic distribution theory in statistics (62E20) Functional limit theorems; invariance principles (60F17) Non-Markovian processes: hypothesis testing (62M07) Asymptotic properties of parametric tests (62F05)
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A note on estimating the change-point of a gradually changing stochastic process ⋮ Estimating a gradual parameter change in an AR(1)-process ⋮ Moving Sum Data Segmentation for Stochastic Processes Based on Invariance ⋮ Sequential testing of gradual changes in the drift of a stochastic process ⋮ Limit theorems for a class of tests of gradual changes ⋮ Permutation principles for the change analysis of stochastic processes under strong invariance ⋮ Sequential detection of gradual changes in the location of a general stochastic process
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