Are deviations in a gradually varying mean relevant? A testing approach based on sup-norm estimators
渐变均值的偏离是否具有实质意义?基于上确界范数估计量的检验
Classical change point analysis aims at (1) detecting abrupt changes in the mean of a possibly nonstationary time series and at (2) identifying regions where the mean exhibits a piecewise constant behavior. In many applications however, it is more reasonable to assume that the mean changes gradually in a smooth way. Those gradual changes may either be nonrelevant (i.e., small), or relevant for a specific problem at hand, and the present paper presents statistical methodology…