Testing for Change-Points in Long-Range Dependent Time Series by Means of a Self-Normalized Wilcoxon Test

DOI10.1111/jtsa.12187zbMath1403.62156arXiv1403.0265OpenAlexW1614102508MaRDI QIDQ135901

Annika Betken, Annika Betken

Publication date: 9 March 2016

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1403.0265

zbMATH Keywords

change-point problemWilcoxon testlong-range dependencenonparametric testself-normalization

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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