Pages that link to "Item:Q4911971"
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The following pages link to Non‐Parametric Change‐Point Tests for Long‐Range Dependent Data (Q4911971):
Displaying 31 items.
- Testing for Change-Points in Long-Range Dependent Time Series by Means of a Self-Normalized Wilcoxon Test (Q135901) (← links)
- A simple test on structural change in long-memory time series (Q135940) (← links)
- Multi-scale detection of rate changes in spike trains with weak dependencies (Q146398) (← links)
- Discriminating between long-range dependence and non-stationarity (Q367214) (← links)
- Limit theorems for nondegenerate \(U\)-statistics of continuous semimartingales (Q473167) (← links)
- How the instability of ranks under long memory affects large-sample inference (Q667685) (← links)
- A modified Wilcoxon test for change points in long-range dependent time series (Q777757) (← links)
- Threshold models in time series analysis -- some reflections (Q888344) (← links)
- On the empirical process of strongly dependent stable random variables: asymptotic properties, simulation and applications (Q900567) (← links)
- The Mann-Whitney \(U\)-statistic for \(\alpha\)-dependent sequences (Q1678538) (← links)
- On change-points tests based on two-samples \(U\)-statistics for weakly dependent observations (Q2122814) (← links)
- Change-point detection based on weighted two-sample U-statistics (Q2136629) (← links)
- Convergence of \(U\)-processes in Hölder spaces with application to robust detection of a changed segment (Q2208374) (← links)
- Change-in-mean tests in long-memory time series: a review of recent developments (Q2324321) (← links)
- Generalized Hermite processes, discrete chaos and limit theorems (Q2436796) (← links)
- Hermite ranks and \(U\)-statistics (Q2441321) (← links)
- Estimation methods for the LRD parameter under a change in the mean (Q2633430) (← links)
- Rank-based change-point analysis for long-range dependent time series (Q2676918) (← links)
- Robust Wilcoxon‐Type Estimation of Change‐Point Location Under Short‐Range Dependence (Q4604008) (← links)
- Robust discrimination between long‐range dependence and a change in mean (Q4997686) (← links)
- Testing for Change in Long‐Memory Stochastic Volatility Time Series (Q5237528) (← links)
- Change-Point Detection Under Dependence Based on Two-Sample U-Statistics (Q5272949) (← links)
- Two-sample <i>U</i>-statistic processes for long-range dependent data (Q5276171) (← links)
- Sequential block bootstrap in a Hilbert space with application to change point analysis (Q5507360) (← links)
- A non-parametric statistic for testing conditional heteroscedasticity for unobserved component models (Q5861525) (← links)
- Comments on: ``Extensions of some classical methods in change point analysis'' (Q5971362) (← links)
- Comments on: ``Extensions of some classical methods in change point analysis'' (Q5971363) (← links)
- Loss function-based change point detection in risk measures (Q6113344) (← links)
- A Cramér-von Mises test for a class of mean time dependent CHARN models with application to change-point detection (Q6155083) (← links)
- Fractal dimensions of the Rosenblatt process (Q6157011) (← links)
- A weighted U-statistic based change point test for multivariate time series (Q6157040) (← links)
