95 citations · 256 across the 23 of their papers we have counts for
Showing 2017Show all
2 papers · 1 filter
stat.ME2017
Combining cumulative sum change-point detection tests for assessing the stationarity of univariate time series
Axel Bücher, Jean-David Fermanian, Ivan Kojadinovic
We derive tests of stationarity for univariate time series by combining change-point tests sensitive to changes in the contemporary distribution with tests sensitive to changes in…
math.ST2017
A note on conditional versus joint unconditional weak convergence in bootstrap consistency results
Axel Bücher, Ivan Kojadinovic
The consistency of a bootstrap or resampling scheme is classically validated by weak convergence of conditional laws. However, when working with stochastic processes in the space o…