On the detection of changes in autoregressive time series, II. Resampling procedures

Journal of Statistical Planning and Inference

Volumn 138, Issue 6, 2008, Pages 1697-1721

  Hušková, Marie ^a   Kirch, Claudia ^b   Prášková, Zuzana ^a   Steinebach, Josef ^c  

^a CHARLES UNIVERSITY   (Czech Republic)

^b Rheinland Pfälzische Technische Universität Kaiserslautern Landau   (Germany)

^c UNIVERSITY OF COLOGNE   (Germany)

Author keywords

Autoregressive time series; Bootstrap; Change point analysis; Resampling

Indexed keywords

EID: 39649095162     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jspi.2007.06.029     Document Type: Article

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