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Testing for change points in time series
Xiaofeng Shao
, Xianyang Zhang
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Keyphrases
Self-normalization
100%
Kolmogorov-Smirnov Test
75%
Long-run Variance Estimation
50%
Change Point Detection
25%
Monte Carlo Simulation
25%
Autocorrelation
25%
Test Statistic
25%
Mean Shift
25%
Data Dependency
25%
Distribution-free
25%
Unified Treatment
25%
Finite Sample Performance
25%
Nuisance Parameter
25%
Cumulative Sum
25%
Bandwidth Parameter
25%
Window Type
25%
Limiting null Distribution
25%
Non-monotonic Power
25%
Lag Window
25%
Asymptotically Distribution Free
25%
Cumulative Sum Test
25%
Fixed Function
25%
Normalizer
25%
Mathematics
Kolmogorov-Smirnov Test
100%
Test Statistic
66%
Variance Estimator
66%
Real Data
33%
Monte Carlo
33%
Autocorrelation
33%
Null
33%
Nuisance Parameter
33%
Cumulative Sum
33%
Changepoint Detection
33%
Dependent Data
33%
Mean Shift
33%
Marginal Median
33%