Resampling in the frequency domain of time series to determine critical values for change-point tests (Q5460216)

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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
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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