Testing for change-points in long-range dependent time series by means of a self-normalized Wilcoxon test (Q135901)
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scientific article; zbMATH DE number 6645477
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| English | Testing for change-points in long-range dependent time series by means of a self-normalized Wilcoxon test |
scientific article; zbMATH DE number 6645477 |
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37
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6
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785-809
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9 March 2016
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28 October 2016
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change-point problem
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self-normalization
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long-range dependence
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Wilcoxon test
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nonparametric test
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Testing for change-points in long-range dependent time series by means of a self-normalized Wilcoxon test (English)
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0.9038455486297609
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0.8976669907569885
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0.8876050114631653
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0.8842841386795044
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