Rank-based change-point analysis for long-range dependent time series

DOI10.3150/21-BEJ1416MaRDI QIDQ2676918

Martin Wendler, Annika Betken

Publication date: 28 September 2022

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2004.06574

zbMATH Keywords

asymptotic relative efficiencylong memoryempirical processsubsamplingchange-pointself-normalizationrank statistic

Mathematics Subject Classification ID

Inference from stochastic processes (62Mxx) Nonparametric inference (62Gxx) Limit theorems in probability theory (60Fxx)

Uses Software

• longmemo

Cites Work

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