Pages that link to "Item:Q2408250"
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The following pages link to Change point estimation based on Wilcoxon tests in the presence of long-range dependence (Q2408250):
Displaying 16 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)
- Long-run variance estimation for spatial data under change-point alternatives (Q894795) (← links)
- Detection of change-points near the end points of long-range dependent sequences (Q1012397) (← links)
- Estimating multiple breaks in mean sequentially with fractionally integrated errors (Q2066504) (← links)
- Cusum tests for changes in the Hurst exponent and volatility of fractional Brownian motion (Q2307406) (← links)
- Rates of convergence for the change-point estimator for long-range dependent sequences (Q2483883) (← links)
- Convergence rates for estimating a change-point with long-range dependent sequences (Q2577026) (← links)
- Subsampling for General Statistics under Long Range Dependence with application to change point analysis (Q4571205) (← links)
- Robust Wilcoxon‐Type Estimation of Change‐Point Location Under Short‐Range Dependence (Q4604008) (← links)
- Non‐Parametric Change‐Point Tests for Long‐Range Dependent Data (Q4911971) (← links)
- Estimating a change point in the long memory parameter (Q4979111) (← links)
- Robust discrimination between long‐range dependence and a change in mean (Q4997686) (← links)
- A Self‐Normalized Semi‐Parametric Test to Detect Changes in the Long Memory Parameter (Q5226140) (← links)
- Testing for Change in Long‐Memory Stochastic Volatility Time Series (Q5237528) (← links)
