On change-points tests based on two-samples \(U\)-statistics for weakly dependent observations

DOI10.1007/s00362-021-01242-3zbMath1493.62086OpenAlexW3170217739MaRDI QIDQ2122814

Joseph Ngatchou-Wandji, Michel Harel, Echarif Elharfaoui

Publication date: 7 April 2022

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-021-01242-3

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03)

Related Items

A Cramér-von Mises test for a class of mean time dependent CHARN models with application to change-point detection, A weighted U-statistic based change point test for multivariate time series

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