Department of Mathematics, University of Notre Dame; Department of Statistics, University of Warwick; Department of Statistics, University of California, Los Angeles; Department of Statistics, University of Notre Dame
Carlos Misael Madrid Padilla, Haotian Xu, Daren Wang, OSCAR HERNAN MADRID PADILLA, Yi Yu
Multivariate; Nonparametric; Change point inference; short range dependence; Long-run variance; Confidence interval.
Change point detection and inference in multivariate non-parametric models under mixing conditions