p-Variation of CUSUM process and testing change in the mean

DOI10.1080/03610918.2020.1844899OpenAlexW3107137864MaRDI QIDQ6171276

Alfredas Račkauskas, Unnamed Author

Publication date: 17 July 2023

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2020.1844899

zbMATH Keywords

\(p\)-variationchange-pointCUSUM process

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Asymptotic properties of parametric tests (62F05)

Cites Work

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• Convergence in law of partial sum processes in \(p\)-variation norm
• Computation of \(p\)-variation
• Jackknife, bootstrap and other resampling methods in regression analysis
• Parametric Statistical Change Point Analysis
• The problem of the Nile: Conditional solution to a changepoint problem
• A Cluster Analysis Method for Grouping Means in the Analysis of Variance
• Optimal Detection of Changepoints With a Linear Computational Cost
• Inference about the change-point in a sequence of random variables
• CONTINUOUS INSPECTION SCHEMES

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