A modified Wilcoxon test for change points in long-range dependent time series (Q777757)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A modified Wilcoxon test for change points in long-range dependent time series |
scientific article |
Statements
A modified Wilcoxon test for change points in long-range dependent time series (English)
0 references
7 July 2020
0 references
fixed bandwidth asymptotics
0 references
Wilcoxon test
0 references
long memory
0 references
structural breaks
0 references
0 references
0 references