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02/17/2023
Power of Weighted Test Statistics for Structural Change in Time Series
We investigate the power of some common change-point tests as a function...
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06/03/2022
Robust Change-Point Detection for Functional Time Series Based on U-Statistics and Dependent Wild Bootstrap
The aim of this paper is to develop a change-point test for functional t...
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03/22/2021
Block Length Choice for the Bootstrap of Dependent Panel Data – a Comment on Choi and Shin (2020)
Choi and Shin (2020) have constructed a bootstrap-based test for change-...
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04/14/2020
Rank-based change-point analysis for long-range dependent time series
We consider change-point tests based on rank statistics to test for stru...
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03/27/2020
Change-Point Detection based on Weighted Two-Sample U-Statistics
We investigate the large-sample behavior of change-point tests based on ...
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08/27/2019
Convergence of U-Processes in Hölder Spaces with Application to Robust Detection of a Changed Segment
To detect a changed segment (so called epedimic changes) in a time serie...
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04/14/2019
Bootstrapping Covariance Operators of Functional Time Series
For testing hypothesis on the covariance operator of functional time ser...
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08/06/2018