Detecting changes in the trend function of heteroscedastic time series (Q6589564)
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scientific article; zbMATH DE number 7898692
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| English | Detecting changes in the trend function of heteroscedastic time series |
scientific article; zbMATH DE number 7898692 |
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Detecting changes in the trend function of heteroscedastic time series (English)
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20 August 2024
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change point analysis
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heteroscedasticity
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short-range dependence
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test for a constant mean
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U-statistic of a non-stationary triangular array
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