A fully flexible changepoint test for regression models with stationary errors

DOI10.5705/SS.202018.0275zbMATH Open1453.62472OpenAlexW2954246420WikidataQ129099763 ScholiaQ129099763MaRDI QIDQ5134496

Michael Robbins

Publication date: 16 November 2020

Published in: STATISTICA SINICA (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.5705/ss.202018.0275

zbMATH Keywords

changepointstime series analysisasymptotic theory

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12) Climate science and climate modeling (86A08)

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