Serial rank statistics for detection of changes.
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Publication:1424484
DOI10.1016/S0167-7152(02)00352-8zbMath1038.62044MaRDI QIDQ1424484
Publication date: 14 March 2004
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Functional limit theorems; invariance principles (60F17)
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Cites Work
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- Change-point detection in long-memory processes
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