Change-Point Procedures for Multivariate Dependent Data

The change-point procedure searchs for structural changes in data collected over time, for example a change in the mean or variance. We consider multivariate data which can be dependent.
Precisely, block bootstrap methods for classical tests for changes in the mean are investigated as well as new test statistics introduced, where -- unlike in the classical setting -- the location of the changes can be at different locations in different components.
In the sequential setting, some unifying theory based on estimating functions is developped extending the currently available methodology in several directions.