Combining Cumulative Sum Change‐Point Detection Tests for Assessing the Stationarity of Univariate Time Series
DOI10.1111/jtsa.12431zbMath1418.62305arXiv1709.02673OpenAlexW2962908128WikidataQ129046545 ScholiaQ129046545MaRDI QIDQ3120663
Jean-David Fermanian, Axel Bücher, Ivan Kojadinovic
Publication date: 5 March 2019
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1709.02673
copulamultiplier bootstraprank-based statisticstests of stationaritydependent \(p\)-value combination
Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Nonparametric statistical resampling methods (62G09)
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