Change-point detection with rank statistics in long-memory time-series models
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Publication:2810355
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- scientific article; zbMATH DE number 2152212
Cites work
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Cited in
(17)- Rank-based change-point analysis for long-range dependent time series
- scientific article; zbMATH DE number 1944317 (Why is no real title available?)
- Non-parametric change-point tests for long-range dependent data
- Wilcoxon-Signed Rank Test for Long Memory Sequences
- Likelihood inference for discriminating between long-memory and change-point models
- Estimation methods for the LRD parameter under a change in the mean
- Unsupervised segmentation of new semi-Markov chains hidden with long dependence noise
- Change-point detection in long-memory processes
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- A change-point model for the \(r\)-largest order statistics with applications to environmental and financial data
- A modified Wilcoxon test for change points in long-range dependent time series
- A non-parametric statistic for testing conditional heteroscedasticity for unobserved component models
- Rank-based multiple change-point detection
- Multiscale detection and location of multiple variance changes in the presence of long memory
- Testing for change points in time series models and limiting theorems for NED sequences
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