Change point estimation based on Wilcoxon tests in the presence of long-range dependence

25 December 2016

Papers citing "Change point estimation based on Wilcoxon tests in the presence of long-range dependence"

4 / 4 papers shown

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
$Cusum tests for changes in the Hurst exponent and volatility of fractional Brownian motion$ Cusum tests for changes in the Hurst exponent and volatility of fractional Brownian motion M. Bibinger 101 2 0 09 Apr 2019
Testing for Change in Stochastic Volatility with Long Range Dependence Annika Betken Rafal Kulik 8 0 0 20 Jun 2017