title: The Change-point Problem for Dependent Observations
creator: Giraitis, Liudas
creator: Leipus, Remigijus
creator: Surgailis, Donatas
subject: 510
subject: 510 Mathematics
description: We consider the change-point problem for the marginal distributionfunction of a strictly stationary time series. Asymptotic behavior ofKolmogorov-Smirnov type tests and estimators of the change point is studiedunder the null-hypothesis and converging alternatives. The discussion is basedon a general empirical process' approach which enables a unified treatment ofboth short memory (weakly dependent) and long memory time series. In particular,the case of a long memory moving average process is studied, using recentresults of Giraitis and Surgailis (1994).
date: 1994-12
type: Working paper
type: info:eu-repo/semantics/workingPaper
type: NonPeerReviewed
format: application/pdf
identifier: https://archiv.ub.uni-heidelberg.de/volltextserverhttps://archiv.ub.uni-heidelberg.de/volltextserver/20933/1/beitrag.25.pdf
identifier: DOI:10.11588/heidok.00020933
identifier: urn:nbn:de:bsz:16-heidok-209334
identifier:   Giraitis, Liudas ; Leipus, Remigijus ; Surgailis, Donatas  (1994) The Change-point Problem for Dependent Observations.  [Working paper]     
relation: https://archiv.ub.uni-heidelberg.de/volltextserver/20933/
rights: info:eu-repo/semantics/openAccess
rights: http://archiv.ub.uni-heidelberg.de/volltextserver/help/license_urhg.html
language: eng