Binary Time Series Models in Change Point Detection Tests

DOI10.1007/978-1-4939-3076-0_13zbMath1366.62175OpenAlexW2496293753MaRDI QIDQ5272950

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Publication date: 5 July 2017

Published in: Asymptotic Laws and Methods in Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-1-4939-3076-0_13

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05) Generalized linear models (logistic models) (62J12)

Cites Work

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• Retrospective change detection for binary time series models
• Testing for changes in the covariance structure of linear processes
• On strong invariance principles under dependence assumptions
• Contributions to Central Limit Theory for Dependent Variables

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