Rank-based change-point analysis for long-range dependent time series (Q2676918): Difference between revisions

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+On the validity of resampling methods under long memory
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+Sensitivity of the Hermite rank
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+Long-Memory Processes
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+Testing for Change-Points in Long-Range Dependent Time Series by Means of a Self-Normalized Wilcoxon Test
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+Ordinal patterns in long‐range dependent time series
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+Testing for Change in Long‐Memory Stochastic Volatility Time Series
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+Subsampling for General Statistics under Long Range Dependence with application to change point analysis
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+Deriving the asymptotic distribution of \(U\)- and \(V\)-statistics of dependent data using weighted empirical processes
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+Nonparametric Tests for Shift at an Unknown Time Point
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+Weak convergence of the weighted sequential empirical process of some long-range dependent data
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+Q4986380
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+A Nonparametric Method for the a Posteriori Detection of the “Disorder” Time of a Sequence of Independent Random Variables
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+Non‐Parametric Change‐Point Tests for Long‐Range Dependent Data
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+Power of change-point tests for long-range dependent data
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+A Likelihood Ratio Approach to Sequential Change Point Detection for a General Class of Parameters
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+Testing Relevant Hypotheses in Functional Time Series via Self-Normalization
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+Q5538132
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+THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
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+Testing for change-points with rank and sign statistics
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+Rank based estimators of the change-point
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+Q4715597
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+Q4225474
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+Q3850321
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+Subsampling inference for the mean of heavy-tailed long-memory time series
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+Corrigendum to ‘Subsampling Inference for the Mean of Heavy‐Tailed Long‐Memory Time Series’ by A. Jach, T. S. McElroy and D. N. Politis
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+Q3827437
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+Testing That a Dependent Process Is Uncorrelated
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+Rank tests for changepoint problems
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+Limit theorems on the self-normalized range for weakly and strongly dependent processes
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+Q3667770
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+VALIDITY OF THE SAMPLING WINDOW METHOD FOR LONG-RANGE DEPENDENT LINEAR PROCESSES
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+Nuisance-parameter-free changepoint detection in non-stationary series
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+Q4197891
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+Long-Range Dependence and Self-Similarity
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+Large sample confidence regions based on subsamples under minimal assumptions
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+Bahadur efficiency of rank tests for the change-point problem
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+Weak Convergence of a Two-sample Empirical Process and a New Approach to Chernoff-Savage Theorems
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+Gaussian semiparametric estimation of long range dependence
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+A simple test of changes in mean in the possible presence of long-range dependence
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+Self-Normalization for Time Series: A Review of Recent Developments
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+Testing for Change Points in Time Series
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+Replicate Histograms
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+Estimation of ordinal pattern probabilities in Gaussian processes with stationary increments
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+Weak convergence of weighted empirical type processes under contiguous and changepoint alternatives
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+Convergence of integrated processes of arbitrary Hermite rank
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+ESTIMATORS FOR LONG-RANGE DEPENDENCE: AN EMPIRICAL STUDY
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+CHANGE-POINT DETECTION WITH RANK STATISTICS IN LONG-MEMORY TIME-SERIES MODELS
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+Nonparametric statistical procedures for the changepoint problem
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+Block sampling under strong dependence
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+Unsupervised Self-Normalized Change-Point Testing for Time Series
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+Inference for modulated stationary processes
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+Publication:2676918