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This licentiate thesis by Elias Erdtman focuses on change point detection concerning variance in sequences of independent normally distributed observations with a constant mean. The study introduces a method to filter out extreme observations and divides sequences into subsequences for analysis. The method translates extreme values into binomial random variables to test against expected extremes, based on prior sequence knowledge. The approach extends to multivariate observations using the Mahalanobis distance, allowing similar analysis in transformed univariate sequences. Additionally, the work explores statistical measures such as eigenvalues, divergence, and Bhattacharyya distance. This research aims to improve statistical methods in detecting changes in variance, primarily targeting an academic audience in the field of mathematics and statistics.

Mathematical statistics. --- Statistical hypothesis testing. --- Mathematical statistics --- Statistical hypothesis testing

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"Wise Use of Null Hypothesis Tests is a user-friendly handbook meant for practitioners. Rather than overwhelming the reader with endless mathematical operations that are rarely performed by hand, the author emphasizes concepts and reasoning. In Wise Use of Null Hypothesis Tests, the author explains what is accomplished by testing null hypotheses--and what is not. The author explains the misconceptions that concern null hypothesis testing. He explains why confidence intervals show the results of null hypothesis tests. Most importantly, the author explains the Big Secret. Many--some say all--null hypotheses must be false. But authorities tell us we should test false null hypotheses anyway to determine the direction of a difference that we know must be there (a topic unrelated to so-called one-tailed tests). In Wise Use of Null Hypothesis Tests, the author explains how to control how often we get the direction wrong (it is not half of alpha) and commit a Type III (or Type S) error."--

Mathematical statistics. --- Statistical hypothesis testing. --- Hypothesis testing (Statistics) --- Significance testing (Statistics) --- Statistical significance testing --- Testing statistical hypotheses --- Distribution (Probability theory) --- Hypothesis --- Mathematical statistics --- Mathematics --- Statistical inference --- Statistics, Mathematical --- Statistics --- Probabilities --- Sampling (Statistics) --- Statistical methods

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This paper investigates house price dynamics at high frequency using city-level observations during the period 1994-2022 in Lithuania. We employ multiple time series-based econometric procedures to examine whether real house prices and house price-to-rent ratios exhibit explosive behavior. According to these recursive right-tailed test results, we reject the null hypothesis of no-bubble and find evidence for long and multiple periods of explosive behavior in the real estate market in all major cities during the sample period. While the size of bubbles varies across cities, especially when we use the house price-to-rent ratio, there is clearly a similar boom-bust pattern. Large house price corrections can in turn have adverse effects on economic performance and financial stability, as experienced during the global financial crisis and other episodes in history.

Lithuania, Republic of --- Macroeconomics --- Economics: General --- Real Estate --- Financial Risk Management --- Infrastructure --- Hypothesis Testing --- Time-Series Models --- Dynamic Quantile Regressions --- Dynamic Treatment Effect Models --- Diffusion Processes --- Multiple or Simultaneous Equation Models: Models with Panel Data --- Forecasting and Other Model Applications --- Price Level --- Inflation --- Deflation --- Fiscal Policy --- Housing Supply and Markets --- Financial Crises --- Real Estate Markets, Spatial Production Analysis, and Firm Location: General --- Economic Development: Urban, Rural, Regional, and Transportation Analysis --- Housing --- Economic & financial crises & disasters --- Economics of specific sectors --- Property & real estate --- Housing prices --- Prices --- Asset bubbles --- Financial crises --- Real estate prices --- Asset prices --- National accounts --- Currency crises --- Informal sector --- Economics --- Saving and investment