Detecting changes in the trend function of heteroscedastic time series
Author:
Affiliation:
1. Department of Mathematics, Ruhr-Universität Bochum, Universitätsstraße 150, 44780 Bochum, Germany
Publisher
Bernoulli Society for Mathematical Statistics and Probability
Reference40 articles.
1. Pešta, M. and Wendler, M. (2020). Nuisance-parameter-free changepoint detection in non-stationary series. TEST 29 379–408. 10.1007/s11749-019-00659-1
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5. Dette, H. and Wu, W. (2019). Detecting relevant changes in the mean of nonstationary processes—a mass excess approach. Ann. Statist. 47 3578–3608. 10.1214/19-AOS1811
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