On change-points tests based on two-samples U-Statistics for weakly dependent observations

Author:

Ngatchou-Wandji Joseph,Elharfaoui Echarif,Harel Michel

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference59 articles.

1. Amano T (2012) Asymptotic optimality of estimating function estimator for Charn model. Adv Decis Sci

2. Bardet J-M, Kengne W (2014) Monitoring procedure for parameter change in causal time series. J Multivar Anal 125:204–221

3. Bardet J-M, Wintenberger O (2009) Asymptotic normality of the quasi-maximum likelihood estimator for multidimensional causal processes. Ann Stat 37(5B):2730–2759

4. Bardet J-M, Kengne W, Wintenberger O (2012) Multiple breaks detection in general causal time series using penalized quasi-likelihood. Electr J Stat 6:435–477

5. Bhattacharyya GK, Johnson R (1968) Nonparametric tests for shifts at an unknown time point. J Multvar Anal 102(39):1731–1743

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