A nonparametric change-point smooth test for dependent sequences
Résumé
In this paper we propose a change-point test for a strictly stationary short-memory sequences. Several cases of dependence are investigated among whose strong mixing and θ-dependence. A simulation study show the good performances of the method.
Domaines
Théorie [stat.TH]| Origine | Fichiers produits par l'(les) auteur(s) |
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