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Testing for changes in autocovariances of nonparametric time series models
In the literature on change-point analysis, much attention has been paid to detecting changes in certain marginal characteristics, such as mean, variance, and marginal distribution. For time series data with nonparametric time trend, we study the change-point problem for the autocovariance structure...
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| Main Authors: | , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
2012
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| Assuntos: | |
| Acesso em linha: | https://ncbi.nlm.nih.gov/pmc/articles/PMC3519450/ https://ncbi.nlm.nih.gov/pubmed/23243334 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1016/j.jspi.2012.07.012 |
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