The CUSUM Test for Detecting Structural Changes in Strong Mixing Processes
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Publication:2931571
DOI10.1080/03610926.2012.700374zbMath1304.62111arXiv1203.0097OpenAlexW1969254967MaRDI QIDQ2931571
Publication date: 26 November 2014
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1203.0097
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 (3)
The asymptotic distribution of CUSUM estimator based on α-mixing sequences ⋮ A two-step test for the two-sample problem of processes of Ornstein-Uhlenbeck type ⋮ Block wild bootstrap-based CUSUM tests robust to high persistence and misspecification
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