Pages that link to "Item:Q2810355"
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The following pages link to Change-point detection with rank statistics in long-memory time-series models (Q2810355):
Displaying 12 items.
- Testing for change-points in long-range dependent time series by means of a self-normalized Wilcoxon test (Q135901) (← links)
- A modified Wilcoxon test for change points in long-range dependent time series (Q777757) (← links)
- On rapid change points under long memory (Q989259) (← links)
- Unsupervised segmentation of new semi-Markov chains hidden with long dependence noise (Q994199) (← links)
- A change-point model for the \(r\)-largest order statistics with applications to environmental and financial data (Q2174726) (← links)
- Estimation methods for the LRD parameter under a change in the mean (Q2633430) (← links)
- Rank-based change-point analysis for long-range dependent time series (Q2676918) (← links)
- Wilcoxon-Signed Rank Test for Long Memory Sequences (Q3645040) (← links)
- Non‐Parametric Change‐Point Tests for Long‐Range Dependent Data (Q4911971) (← links)
- Rank-based multiple change-point detection (Q5077431) (← links)
- A non-parametric statistic for testing conditional heteroscedasticity for unobserved component models (Q5861525) (← links)
- Change-point detection in long-memory processes (Q5947225) (← links)
