Bootstrapping confidence intervals for the change-point of time series

Journal of Time Series Analysis

Volumn 29, Issue 6, 2008, Pages 947-972

  Hušková, Marie ^a   Kirch, Claudia ^b  

^a CHARLES UNIVERSITY   (Czech Republic)

^b Rheinland Pfälzische Technische Universität Kaiserslautern Landau   (Germany)

Author keywords

Block bootstrap; Change in mean; Confidence intervals; Mixing

Indexed keywords

EID: 54849442490     PISSN: 01439782     EISSN: 14679892     Source Type: Journal    
DOI: 10.1111/j.1467-9892.2008.00589.x     Document Type: Article

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