The change-point problem for dependent observations
type: Item
instance of: scholarly article
title: The change-point problem for dependent observations
zbMATH Open document ID: 0856.62073
DOI: 10.1016/0378-3758(95)00148-4
author: L. Giraitis
author: Remigijus Leipus
author: Donatas Surgailis
published in: Journal of Statistical Planning and Inference
publication date: 1996-11-12T00:00:00Z
full work available at URL: beitrag.25.pdf
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 60F05
Mathematics Subject Classification ID: 62G10
Mathematics Subject Classification ID: 62G20
zbMATH DE Number: 932281
zbMATH Keywords: change-point problem
zbMATH Keywords: marginal distribution
zbMATH Keywords: strictly stationary time series
zbMATH Keywords: Kolmogorov-Smirnov type tests
zbMATH Keywords: general empirical process
zbMATH Keywords: short-memory
zbMATH Keywords: long-memory moving-average process
MaRDI profile type: Publication
OpenAlex ID: W1965116275
cites work: Q3121550
cites work: Q3976428
cites work: Slowly Decaying Correlations, Testing Normality, Nuisance Parameters
cites work: An almost sure invariance principle for the empirical distribution function of mixing random variables
cites work: Convergence Criteria for Multiparameter Stochastic Processes and Some Applications
cites work: A priori estimates in problems of ``change-points'' of a random sequence.
cites work: Nonparametric change-point estimation
cites work: Nonparametric Change-Point Estimation for Data from an Ergodic Sequence
cites work: Limit behaviour of the empirical characteristic function
cites work: Q4874042
cites work: A Nonparametric Method for the a Posteriori Detection of the “Disorder” Time of a Sequence of Independent Random Variables
cites work: The empirical process of some long-range dependent sequences with an application to U-statistics
cites work: The asymptotic behavior of some nonparametric change-point estimators
cites work: Change-point estimators in case of small disorders
cites work: On the rate of almost sure convergence of Dümbgen's change-point estimators
cites work: Convergence of changepoint estimators
cites work: An efficiency result for the empirical characteristic function in stationary time-series models
cites work: The empirical characteristic function and its applications
cites work: Asymptotic normality of regression estimators with long memory errors
cites work: Testing and estimating in the change-point problem of the spectral function
cites work: A central limit theorem for quadratic forms in strongly dependent linear variables and its application to asymptotical normality of Whittle's estimate
cites work: AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
cites work: Retrospective and sequential tests for a change in distribution based on kolmogorov-smirnov-type statistics
cites work: Fractional differencing
cites work: Functional limit theorems for linear statistics from sequential ranks
cites work: Semi-Stable Stochastic Processes
cites work: Q3827404
cites work: On the Asymptotic Theory of Statistics of Sequential Ranks
cites work: Testing and estimating change-points in time series
cites work: Weak convergence of weighted empirical type processes under contiguous and changepoint alternatives
cites work: Weak convergence to fractional brownian motion and to the rosenblatt process
Recommended article: On the change–point problem
Recommended article: Change-point problems in nonlinear regression estimation with dependent observations
Recommended article: Q3736766
Recommended article: An extension of a change-point problem
Recommended article: Change-point in the mean of dependent observations
Recommended article: INVARIANCE PRINCIPLES FOR CHANGE-POINT PROBLEMS UNDER DEPENDENT RANDOM VARIABLES
description: scientific article; zbMATH DE number 932281