Pages that link to "Item:Q2810355"
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The following pages link to CHANGE-POINT DETECTION WITH RANK STATISTICS IN LONG-MEMORY TIME-SERIES MODELS (Q2810355):
Displaying 7 items.
- Testing for Change-Points in Long-Range Dependent Time Series by Means of a Self-Normalized Wilcoxon Test (Q135901) (← links)
- Unsupervised segmentation of new semi-Markov chains hidden with long dependence noise (Q994199) (← links)
- Estimation methods for the LRD parameter under a change in the mean (Q2633430) (← links)
- Rank-based change-point analysis for long-range dependent time series (Q2676918) (← links)
- Wilcoxon-Signed Rank Test for Long Memory Sequences (Q3645040) (← links)
- Non‐Parametric Change‐Point Tests for Long‐Range Dependent Data (Q4911971) (← links)
- A non-parametric statistic for testing conditional heteroscedasticity for unobserved component models (Q5861525) (← links)