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):
Displayed 13 items.
- Testing for Change-Points in Long-Range Dependent Time Series by Means of a Self-Normalized Wilcoxon Test (Q135901) (← links)
- Discriminating between long-range dependence and non-stationarity (Q367214) (← links)
- Limit theorems for nondegenerate \(U\)-statistics of continuous semimartingales (Q473167) (← 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)
- Generalized Hermite processes, discrete chaos and limit theorems (Q2436796) (← links)
- Hermite ranks and \(U\)-statistics (Q2441321) (← 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)
- 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)