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

DOI10.1007/s11749-014-0372-8zbMath1305.62316OpenAlexW2005887965MaRDI QIDQ5971366

Leandro Pardo, Nirian Martín

Publication date: 29 January 2015

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11749-014-0372-8

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

• \(\phi\)-divergence based procedure for parametric change-point problems
• On empirical likelihood inference of a change-point
• Change-point detection in multinomial data using phi-divergence test statistics
• Empirical likelihood ratio test for the change-point problem
• Testing statistical hypotheses based on the density power divergence
• Test for parameter change based on the estimator minimizing density-based divergence meas\-ures
• Robust and efficient estimation by minimising a density power divergence
• The Cusum of Squares Test for Scale Changes in Infinite Order Moving Average Processes
• Statistical Inference
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