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Robust change point tests by bounded transformations - MaRDI portal

Robust change point tests by bounded transformations

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Publication:96506

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DOI10.48550/ARXIV.1905.06201arXiv1905.06201MaRDI QIDQ96506

Roland Fried, Alexander Dürre

Publication date: 15 May 2019

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35)

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