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Change-Point Detection in Autoregressive Models with no Moment Assumptions
Akashi, Fumiya; Dette, Holger; Liu, Yan - In: Journal of Time Series Analysis 39 (2018) 5, pp. 763-786
Persistent link: https://www.econbiz.de/10012094936
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A new approach for open‐end sequential change point monitoring
Gösmann, Josua; Kley, Tobias; Dette, Holger - In: Journal of Time Series Analysis 42 (2020) 1, pp. 63-84
Persistent link: https://www.econbiz.de/10012283141
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Testing relevant hypotheses in functional time series via self-normalization
Dette, Holger; Kokot, Kevin; Volgushev, Stanislav - In: Journal of the Royal Statistical Society: Series B … 82 (2020) 3, pp. 629-660
Persistent link: https://www.econbiz.de/10012284218