A general framework for constructing locally self-normalized multiple-change-point tests
Cheuk Hin Cheng and Kin Wai Chan
| Year of publication: |
2024
|
|---|---|
| Authors: | Cheng, Cheuk Hin ; Chan, Kin Wai |
| Subject: | Nonparametric | Recursive computation | Time series | Tuning-free | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Nichtparametrisches Verfahren | Nonparametric statistics |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2023.2231041 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015053448