RecordTest (Q54425)
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Inference Tools in Time Series Based on Record Statistics
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | RecordTest |
Inference Tools in Time Series Based on Record Statistics |
Statements
7 August 2023
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Statistical tools based on the probabilistic properties of the record occurrence in a sequence of independent and identically distributed continuous random variables. In particular, tools to prepare a time series as well as distribution-free trend and change-point tests and graphical tools to study the record occurrence. Details about the implemented tools can be found in Castillo-Mateo et al. (2023a) <doi:10.18637/jss.v106.i05> and Castillo-Mateo et al. (2023b) <doi:10.1016/j.atmosres.2023.106934>.
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