Change-point detection in the marginal distribution of a linear process

DOI10.1214/16-EJS1215zbMath1353.62095MaRDI QIDQ502846

Farid El Ktaibi, B. Gail Ivanoff

Publication date: 11 January 2017

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

Full work available at URL: https://projecteuclid.org/euclid.ejs/1481598074

zbMATH Keywords

change-pointsequential empirical processcausal linear process

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Order statistics; empirical distribution functions (62G30) Functional limit theorems; invariance principles (60F17)

Related Items (2)

Incorporating a change-point estimator when bootstrapping the empirical distribution of a stationary process ⋮ Bootstrapping the empirical distribution of a stationary process with change-point

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