Comments on: ``Extensions of some classical methods in change point analysis

DOI10.1007/S11749-014-0370-XzbMath1305.62308OpenAlexW2067093490MaRDI QIDQ5971361

István Berkes

Publication date: 29 January 2015

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11749-014-0370-x

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12) Stochastic approximation (62L20) Functional limit theorems; invariance principles (60F17) Non-Markovian processes: hypothesis testing (62M07) Asymptotic properties of parametric tests (62F05)

Cites Work

• Unnamed Item
• Split invariance principles for stationary processes
• Consistency of an estimator of the number of changes in binomial observations
• Hölder norm test statistics for epidemic change
• Komlós-Major-Tusnády approximation under dependence
• On a new law of large numbers
• On a Conjecture of Revesz

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