A Cramér-von Mises test for a class of mean time dependent CHARN models with application to change-point detection

DOI10.1007/s11203-023-09295-xOpenAlexW4386095928MaRDI QIDQ6155083

Joseph Ngatchou-Wandji, Marwa Ltaifa

Publication date: 16 February 2024

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11203-023-09295-x

zbMATH Keywords

weak convergencetime seriesLANchange-pointtests

Mathematics Subject Classification ID

Inference from stochastic processes (62Mxx)

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