Rank-based change-point analysis for long-range dependent time series
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Publication:2676918
DOI10.3150/21-BEJ1416MaRDI QIDQ2676918
Publication date: 28 September 2022
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2004.06574
asymptotic relative efficiencylong memoryempirical processsubsamplingchange-pointself-normalizationrank statistic
Inference from stochastic processes (62Mxx) Nonparametric inference (62Gxx) Limit theorems in probability theory (60Fxx)
Uses Software
Cites Work
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