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Subsampling for General Statistics under Long Range Dependence with application to change point analysis

18 September 2015

Papers citing "Subsampling for General Statistics under Long Range Dependence with application to change point analysis"

5 / 5 papers shown

Title
On optimal block resampling for Gaussian-subordinated long-range dependent processes Qihao Zhang S. Lahiri D. Nordman 18 2 0 02 Aug 2022
Rank-based change-point analysis for long-range dependent time series Annika Betken Martin Wendler 33 3 0 14 Apr 2020
Nuisance Parameters Free Changepoint Detection in Non-stationary Series M. Pešta Martin Wendler 33 25 0 06 Aug 2018
How the instability of ranks under long memory affects large-sample inference Shuyang Bai M. Taqqu 57 16 0 03 Oct 2016
A unified approach to self-normalized block sampling Shuyang Bai M. Taqqu Ting Zhang 56 16 0 02 Dec 2015