On rank tests for shift detection in time series

DOI10.1016/j.csda.2006.12.017zbMath1452.62635OpenAlexW2116063616MaRDI QIDQ1020806

Ursula Gather, Roland Fried

Publication date: 2 June 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2003/23301

zbMATH Keywords

outliersjumpssignal extractiontest resistance

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric robustness (62G35)

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