Power of Change-Point Tests for Long-Range Dependent Data

20 March 2013

Papers citing "Power of Change-Point Tests for Long-Range Dependent Data"

7 / 7 papers shown

Title
Power of Weighted Test Statistics for Structural Change in Time Series H. Dehling Kata Vuk Martin Wendler 57 0 0 17 Feb 2023
On detecting weak changes in the mean of CHARN models J. Ngatchou-Wandji Marwa Ltaifa 29 0 0 21 Jan 2021
Rank-based change-point analysis for long-range dependent time series Annika Betken Martin Wendler 33 3 0 14 Apr 2020
Change point estimation based on Wilcoxon tests in the presence of long-range dependence Annika Betken 42 11 0 25 Dec 2016
Change-point tests under local alternatives for long-range dependent processes J. Tewes 47 6 0 24 Jun 2015
Sequential block bootstrap in a Hilbert space with application to change point analysis O. Sharipov J. Tewes Martin Wendler 103 64 0 01 Dec 2014
Testing for change-points in long-range dependent time series by means of a self-normalized Wilcoxon test Annika Betken 72 43 0 02 Mar 2014