most citedBootstrapping confidence intervals for the change-point of time series

40 citations · 40 across the 1 of their papers we have counts for

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1 paper

math.ST2007★ 40 cited

Bootstrapping confidence intervals for the change-point of time series

Marie Huskova, Claudia Kirch

We study an AMOC time series model with an abrupt change in the mean and dependent errors that fulfill certain mixing conditions. We obtain confidence intervals for the unknown cha…