Resampling in the frequency domain of time series to determine critical values for change-point tests (Q5460216): Difference between revisions
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scientific article; zbMATH DE number 5270787
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English | Resampling in the frequency domain of time series to determine critical values for change-point tests |
scientific article; zbMATH DE number 5270787 |
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Resampling in the frequency domain of time series to determine critical values for change-point tests (English)
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5 May 2008
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permutation principle
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change in mean
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rank statistic
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dependent observations
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linear process
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frequency domain
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