Abstract

The moving block bootstrap can be used to determine critical values for test statistics used to detect a change-point in the marginal distribution of a stationary time series. We examine the impact of incorporating an estimator of the change-point when centering the bootstrap blocks and establish conditions under which the bootstrapped test statistics remain stochastically bounded regardless of whether or not a change is present.

中文翻译：

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在引导平稳过程的经验分布时结合变化点估计器

摘要

移动块引导程序可用于确定用于检测平稳时间序列边缘分布中的变化点的测试统计量的临界值。我们检查了在将引导块居中时合并变化点估计器的影响，并建立了无论是否存在变化，引导测试统计量都保持随机有界的条件。