A Cramér-von Mises test for a class of mean time dependent CHARN models with application to change-point detection
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Publication:6155083
DOI10.1007/s11203-023-09295-xOpenAlexW4386095928MaRDI QIDQ6155083
Joseph Ngatchou-Wandji, Marwa Ltaifa
Publication date: 16 February 2024
Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11203-023-09295-x
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