A general framework for constructing locally self-normalized multiple-change-point tests
Cheuk Hin Cheng and Kin Wai Chan
| Year of publication: |
2024
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|---|---|
| Authors: | Cheng, Cheuk Hin ; Chan, Kin Wai |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 42.2024, 2, p. 719-731
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| 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