Hušková, Marie; Kirch, Claudia - In: Journal of Time Series Analysis 29 (2008) 6, pp. 947-972
We study an at-most-one-change time-series model with an abrupt change in the mean and dependent errors that fulfil certain mixing conditions. We obtain confidence intervals for the unknown change-point via bootstrapping methods. Precisely, we use a block bootstrap of the estimated centred error...