Robust Wilcoxon‐Type Estimation of Change‐Point Location Under Short‐Range Dependence (Q4604008): Difference between revisions

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-.1111/jtsa.12268
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+Change-point problem and bootstrap
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+Q4892797
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+LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES
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+The change-point problem for dependent observations
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+Rank based estimators of the change-point
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+GARCH (1,1) processes are near epoch dependent
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+A Class of Statistics with Asymptotically Normal Distribution
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+The effect of long-range dependence on change-point estimators
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+Change-point estimation in ARCH models
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+Testing for change points in time series models and limiting theorems for NED sequences
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+.1111/JTSA.12268
@@ Property / DOI: 10.1111/JTSA.12268 / rank @@
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