A weighted U-statistic based change point test for multivariate time series (Q6157040): Difference between revisions

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+Structural breaks in time series
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+Testing for changes in the covariance structure of linear 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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+Change-point detection based on weighted two-sample U-statistics
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+Adaptive quantile computation for Brownian bridge in change-point analysis
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+Bootstrap for the sample mean and for<i>U</i>-statistics of mixing and near-epoch dependent processes
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+A comparison of single and multiple changepoint techniques for time series data
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+An empirical-characteristic-function-based change-point test for detection of multiple distributional changes
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