eprintid: 20933
rev_number: 12
eprint_status: archive
userid: 2326
dir: disk0/00/02/09/33
datestamp: 2016-06-13 09:00:37
lastmod: 2016-06-15 10:18:49
status_changed: 2016-06-13 09:00:37
type: workingPaper
metadata_visibility: show
creators_name: Giraitis, Liudas
creators_name: Leipus, Remigijus
creators_name: Surgailis, Donatas
title: The Change-point Problem for Dependent Observations
subjects: 510
divisions: 110400
abstract: 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
id_scheme: DOI
id_number: 10.11588/heidok.00020933
schriftenreihe_cluster_id: sr-10a
schriftenreihe_order: 25
ppn_swb: 1657172139
own_urn: urn:nbn:de:bsz:16-heidok-209334
language: eng
bibsort: GIRAITISLITHECHANGEP199412
full_text_status: public
place_of_pub: Heidelberg
pages: 15
citation:   Giraitis, Liudas ; Leipus, Remigijus ; Surgailis, Donatas  (1994) The Change-point Problem for Dependent Observations.  [Working paper]     
document_url: https://archiv.ub.uni-heidelberg.de/volltextserver/20933/1/beitrag.25.pdf