Detecting relevant changes in time series models

Journal of the Royal Statistical Society. Series B: Statistical Methodology

Volumn 78, Issue 2, 2016, Pages 371-394

  Dette, Holger ^a   Wied, Dominik ^b  

^a RUHR UNIVERSITY BOCHUM   (Germany)

^b TU DORTMUND UNIVERSITY   (Germany)

Author keywords

Change point analysis; Cumulative sum; Precise hypotheses; Relevant changes; Strong mixing; Weak convergence under the alternative

Indexed keywords

EID: 84956574484     PISSN: 13697412     EISSN: 14679868     Source Type: Journal    
DOI: 10.1111/rssb.12121     Document Type: Article

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