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Testing for Changes in Multivariate Dependent Observations with an Application to Temperature Changes

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Author Info
Horváth, Lajos
Kokoszka, Piotr
Steinebach, Josef

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Abstract

We develop procedures for testing for changes in the mean of multivariatem-dependent stationary processes. Several test statistics are considered and corresponding limit theorems are derived. These include functional and Darling-Erdos type limit theorems. The tests are shown to be consistent under alternatives of abrupt and gradual changes in the mean. Finite sample performance is examined by means of a simulation study, and the procedures are applied to the analysis of the average monthly temperatures in Prague.

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Publisher Info
Article provided by Elsevier in its journal Journal of Multivariate Analysis.

Volume (Year): 68 (1999)
Issue (Month): 1 (January)
Pages: 96-119
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Handle: RePEc:eee:jmvana:v:68:y:1999:i:1:p:96-119

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Keywords: change-point tests multivariate stationary processes temperature changes;

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Elena Andreou & Eric Ghysels, 2001. "Detecting Mutiple Breaks in Financial Market Volatility Dynamics," CIRANO Working Papers 2001s-65, CIRANO. [Downloadable!]
    Other versions:
  2. Elena Andreou & Eric Ghysels, 2003. "Test for Breaks in the Conditional Co-Movements of Asset Returns," University of Cyprus Working Papers in Economics 3-2003, University of Cyprus Department of Economics. [Downloadable!]
    Other versions:
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This page was last updated on 2009-12-30.


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