Change point estimation based on Wilcoxon tests in the presence of long-range dependence

DOI10.1214/17-EJS1323zbMath1373.62123arXiv1612.08261MaRDI QIDQ2408250

Annika Betken

Publication date: 12 October 2017

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1612.08261

zbMATH Keywords

Wilcoxon testlong-range dependenceself-normalizationchange point estimation

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

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