Testing for change-points in long-range dependent time series by means of a self-normalized Wilcoxon test (Q135901)

From MaRDI portal





scientific article; zbMATH DE number 6645477
Language Label Description Also known as
English
Testing for change-points in long-range dependent time series by means of a self-normalized Wilcoxon test
scientific article; zbMATH DE number 6645477

    Statements

    37
    0 references
    6
    0 references
    785-809
    0 references
    9 March 2016
    0 references
    28 October 2016
    0 references
    0 references
    change-point problem
    0 references
    self-normalization
    0 references
    long-range dependence
    0 references
    Wilcoxon test
    0 references
    nonparametric test
    0 references
    Testing for change-points in long-range dependent time series by means of a self-normalized Wilcoxon test (English)
    0 references

    Identifiers