Rank-based change-point analysis for long-range dependent time series (Q2676918)
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English | Rank-based change-point analysis for long-range dependent time series |
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Rank-based change-point analysis for long-range dependent time series (English)
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28 September 2022
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asymptotic relative efficiency
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change-point
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empirical process
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long memory
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rank statistic
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self-normalization
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subsampling
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