Pages that link to "Item:Q2396343"
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The following pages link to Power of change-point tests for long-range dependent data (Q2396343):
Displaying 12 items.
- Testing for change-points in long-range dependent time series by means of a self-normalized Wilcoxon test (Q135901) (← links)
- The effect of long-range dependence on change-point estimators (Q135915) (← links)
- A modified Wilcoxon test for change points in long-range dependent time series (Q777757) (← links)
- A tail adaptive approach for change point detection (Q1755109) (← links)
- On change-points tests based on two-samples \(U\)-statistics for weakly dependent observations (Q2122814) (← links)
- Change point estimation based on Wilcoxon tests in the presence of long-range dependence (Q2408250) (← links)
- Rank-based change-point analysis for long-range dependent time series (Q2676918) (← links)
- Multiscale change point detection via gradual bandwidth adjustment in moving sum processes (Q2683184) (← links)
- A Self‐Normalized Semi‐Parametric Test to Detect Changes in the Long Memory Parameter (Q5226140) (← links)
- Loss function-based change point detection in risk measures (Q6113344) (← links)
- A Cramér-von Mises test for a class of mean time dependent CHARN models with application to change-point detection (Q6155083) (← links)
- Change point analysis of functional variance function with stationary error (Q6536695) (← links)
