Testing for Change-Points in Long-Range Dependent Time Series by Means of a Self-Normalized Wilcoxon Test (Q135901)
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English | Testing for Change-Points in Long-Range Dependent Time Series by Means of a Self-Normalized Wilcoxon Test |
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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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Testing for Change-Points in Long-Range Dependent Time Series by Means of a Self-Normalized Wilcoxon Test (English)
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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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