%0 Generic
%A Giraitis, Liudas
%A Leipus, Remigijus
%A Surgailis, Donatas
%C Heidelberg
%D 1994
%F heidok:20933
%R 10.11588/heidok.00020933
%T The Change-point Problem for Dependent Observations
%U https://archiv.ub.uni-heidelberg.de/volltextserver/20933/
%X 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).