Ratio detection for mean change in α mixing observations

DOI10.1080/03610926.2018.1438623OpenAlexW2793057306MaRDI QIDQ5078369

Weiqi Liu, Ruibing Qin

Publication date: 23 May 2022

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

Full work available at URL: https://doi.org/10.1080/03610926.2018.1438623

zbMATH Keywords

medianestimatorchange pointconsistenceratio test

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (1)

Ratio detections for change point in heavy tailed observations

Cites Work

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• Structural breaks in time series
• Testing a Sequence of Observations for a Shift in Location
• M-Procedures for Detection of Changes for Dependent Observations
• On the Likelihood Ratio Test for a Shift in Location of Normal Populations

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