Testing change in the variance with epidemic alternatives

DOI10.1080/03610926.2014.907024zbMath1346.60003OpenAlexW2291499245MaRDI QIDQ2816840

D. Merabet, D. Hamadouche, F. Graiche

Publication date: 26 August 2016

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2014.907024

zbMATH Keywords

Hölder spacechange pointpartial sums processesepidemic alternative

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30) Convergence of probability measures (60B10)

Related Items (1)

Epidemic change-point detection in general causal time series

Cites Work

• Testing epidemic changes of infinite dimensional parameters
• Off-line testing for a changed segment in the sample variance
• Lipschitz smoothness and convergence with applications to the central limit theorem for summation processes
• Necessary and sufficient condition for the functional central limit theorem in Hölder spaces
• Hölderian invariance principle for triangular arrays of random variables
• Hölder norm test statistics for epidemic change
• Functional central limit theorems for sums of nearly nonstationary processes
• Tests for change-points with epidemic alternatives
• Hölderian invariance principle for Hilbertian linear processes

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