A. Račkauskas

activity

20142019

most citedThe central limit theorem for a sequence of random processes with space varying long memory

8 citations · 8 across the 3 of their papers we have counts for

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2 papers · 1 filter

math.ST2019

Convergence of U-Processes in Hölder Spaces with Application to Robust Detection of a Changed Segment

Alfredas Račkauskas, Martin Wendler

To detect a changed segment (so called epidemic changes) in a time series, variants of the CUSUM statistic are frequently used. However, they are sensitive to outliers in the data…

math.ST2014

Testing epidemic change in nearly nonstationary process with statistics based on residuals

Jurgita Markevičiūtė, Alfredas Račkauskas, Charles Suquet

We study an epidemic type change in innovations of a first order autoregressive process $y_{n, k} = φ_{n} y_{n, k - 1} + ε_{k} + a_{n, k}$ , where $ϕ_{n}$ is either a constant in $(- 1, 1)$ o…