Detecting changes in the trend function of heteroscedastic time series
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Publication:6589564
DOI10.3150/23-BEJ1686MaRDI QIDQ6589564
Publication date: 20 August 2024
Published in: Bernoulli (Search for Journal in Brave)
heteroscedasticitychange point analysisshort-range dependencetest for a constant meanU-statistic of a non-stationary triangular array
Parametric inference (62Fxx) Inference from stochastic processes (62Mxx) Nonparametric inference (62Gxx)
Cites Work
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