1 citations · 1 across the 2 of their papers we have counts for
2 papers
math.ST2011
Nonparametric test for detecting change in distribution with panel data
Denys Pommeret, Mohamed Boutahar, Badih Ghattas
This paper considers the problem of comparing two processes with panel data. A nonparametric test is proposed for detecting a monotone change in the link between the two process di…
stat.ME2011★ 1 cited
Testing for change in mean of heteroskedastic time series
Mohamed Boutahar
In this paper we consider a Lagrange Multiplier-type test (LM) to detect change in the mean of time series with heteroskedasticity of unknown form. We derive the limiting distribut…