A modified Wilcoxon test for change points in long-range dependent time series (Q777757)
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scientific article; zbMATH DE number 7218500
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A modified Wilcoxon test for change points in long-range dependent time series |
scientific article; zbMATH DE number 7218500 |
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A modified Wilcoxon test for change points in long-range dependent time series (English)
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7 July 2020
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fixed bandwidth asymptotics
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Wilcoxon test
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long memory
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structural breaks
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0.9629616
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0.9542798
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0.91826105
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0.9003016
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0.8915651
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0.88277096
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0.8822985
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0.8802203
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