Testing for change-points in long-range dependent time series by means
of a self-normalized Wilcoxon test

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Testing for change-points in long-range dependent time series by means of a self-normalized Wilcoxon test

2 March 2014

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Papers citing "Testing for change-points in long-range dependent time series by means of a self-normalized Wilcoxon test"

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Title
Higher-order approximation for uncertainty quantification in time series analysis M. Duker Annika Betken 38 0 0 02 Nov 2022
Rank-based change-point analysis for long-range dependent time series Annika Betken Martin Wendler 33 3 0 14 Apr 2020
Convergence of U-Processes in Hölder Spaces with Application to Robust Detection of a Changed Segment A. Račkauskas Martin Wendler 34 14 0 27 Aug 2019
Nuisance Parameters Free Changepoint Detection in Non-stationary Series M. Pešta Martin Wendler 33 25 0 06 Aug 2018
Subsampling for General Statistics under Long Range Dependence with application to change point analysis Annika Betken Martin Wendler 49 20 0 18 Sep 2015