TY  - GEN
N2  - 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).
AV  - public
UR  - https://archiv.ub.uni-heidelberg.de/volltextserver/20933/
CY  - Heidelberg
A1  - Giraitis, Liudas
A1  - Leipus, Remigijus
A1  - Surgailis, Donatas
Y1  - 1994/12//
TI  - The Change-point Problem for Dependent Observations
EP  - 15
ID  - heidok20933
ER  -