Rank-based change-point analysis for long-range dependent time series
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Publication:2676918
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Cited in
(6)- Rank based estimators of the change-point
- Change-point detection with rank statistics in long-memory time-series models
- Change-Point Analysis Based on Empirical Characteristic Functions of Ranks
- Rank-based multiple change-point detection
- Rank-based change-point analysis for long-range dependent time series
- A modified Wilcoxon test for change points in long-range dependent time series
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