Non‐Parametric Change‐Point Tests for Long‐Range Dependent Data (Q4911971): Difference between revisions

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+Herold G. Dehling
@@ Property / author: Herold G. Dehling / rank @@
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+MaRDI publication profile
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+W1711937294
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+.4917
@@ Property / arXiv ID: 1303.4917 / rank @@
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@@ Property / cites work @@
+Data driven rank test for the change point problem
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@@ Property / cites work @@
+Break detection in the covariance structure of multivariate time series models
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+On discriminating between long-range dependence and changes in mean
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+Asymptotic distribution of two-sample empirical \(U\)-quantiles with applications to robust tests for shifts in location
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+The empirical process of some long-range dependent sequences with an application to U-statistics
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+Bivariate symmetric statistics of long-range dependent observations
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+The change-point problem for dependent observations
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+The effect of long-range dependence on change-point estimators
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@@ Property / cites work @@
+Q4125587
@@ Property / cites work: Q4125587 / rank @@
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@@ Property / cites work @@
+Testing for change points in time series models and limiting theorems for NED sequences
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+Convergence of integrated processes of arbitrary Hermite rank
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+Limit theorems in change-point problems with multivariate long-range dependent observations
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+CHANGE-POINT DETECTION WITH RANK STATISTICS IN LONG-MEMORY TIME-SERIES MODELS
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+Change-in-mean problem for long memory time series models with applications
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+TESTING FOR A CHANGE IN CORRELATION AT AN UNKNOWN POINT IN TIME USING AN EXTENDED FUNCTIONAL DELTA METHOD
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