Empirical likelihood for break detection in time series

DOI10.1214/13-EJS873zbMath1349.62383MaRDI QIDQ391854

Francesco Battaglia, Roberto Baragona, Domenico Cucina

Publication date: 13 January 2014

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1388545134

zbMATH Keywords

likelihood ratio testestimating equationsstructural changelevel shift

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Order statistics; empirical distribution functions (62G30) Non-Markovian processes: hypothesis testing (62M07)

Related Items (2)

An empirical-likelihood-based structural-change test for INAR processes ⋮ Empirical likelihood for change point detection in autoregressive models

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