Robust change-point detection for functional time series based on \(U\)-statistics and dependent wild bootstrap

DOI10.1007/s00362-024-01577-7MaRDI QIDQ6640108

Publication date: 18 November 2024

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

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Functional data analysis (62R10) Nonparametric robustness (62G35) Bootstrap, jackknife and other resampling methods (62F40)

Cites Work

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