CHANGE-POINT DETECTION WITH RANK STATISTICS IN LONG-MEMORY TIME-SERIES MODELS (Q2810355): Difference between revisions

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+Effect of dependence on statistics for determination of change
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+Noncentral limit theorems and Appell polynomials
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+Strong invariance principles for sequential Bahadur-Kiefer and Vervaat error processes of long-range dependent sequences
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+The change-point problem for dependent observations
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+Testing for change-points with rank and sign statistics
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+AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
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+Bayesian methods for change-point detection in long-range dependent processes
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