Subsample scan test for multiple breaks based on self-normalization
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Publication:6060902
DOI10.1080/03610926.2022.2087883MaRDI QIDQ6060902
Publication date: 29 November 2023
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Cites Work
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- TESTING FOR A CHANGE IN CORRELATION AT AN UNKNOWN POINT IN TIME USING AN EXTENDED FUNCTIONAL DELTA METHOD
- Simple Robust Testing of Regression Hypotheses
- Unsupervised Self-Normalized Change-Point Testing for Time Series
- Testing Relevant Hypotheses in Functional Time Series via Self-Normalization
- Testing for Change Points in Time Series
- Inference for Multiple Change Points in Time Series via Likelihood Ratio Scan Statistics
- Nonmonotonic power for tests of a mean shift in a time series§
- A nonparametric test for a constant correlation matrix
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