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

DOI10.1007/S11749-014-0376-4zbMath1305.62309OpenAlexW2068916872MaRDI QIDQ5971362

Herold G. Dehling

Publication date: 29 January 2015

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11749-014-0376-4

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
• Testing for Change-Points in Long-Range Dependent Time Series by Means of a Self-Normalized Wilcoxon Test
• Asymptotic distribution of two-sample empirical \(U\)-quantiles with applications to robust tests for shifts in location
• Invariance principles for changepoint problems
• Non‐Parametric Change‐Point Tests for Long‐Range Dependent Data

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