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Change-point analysis using logarithmic quantile estimation - MaRDI portal

Change-point analysis using logarithmic quantile estimation (Q2322607)

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Change-point analysis using logarithmic quantile estimation
scientific article

    Statements

    title
    Change-point analysis using logarithmic quantile estimation (English)
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    author
    Lucia Tabacu
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    Mark K. Ledbetter
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    publication date
    5 September 2019
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    zbMATH Keywords
    Pettitt rank test
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    logarithmic quantile estimation
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    almost sure limit theorem
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    martingale
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    permutation
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    Identifiers

    Mathematics Subject Classification ID
    62G10
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    62G08
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    62G05
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    62G20
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    60F05
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    60G44
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    zbMATH DE Number
    7101610
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    OpenAlex ID
    W2921693539
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