Resampling in the frequency domain of time series to determine critical values for change-point tests
Year of publication: |
2007
|
---|---|
Authors: | Kirch, Claudia |
Published in: |
Statistics & Decisions. - Oldenbourg Wissenschaftsverlag, ISSN 2196-7040, ZDB-ID 2630803-4. - Vol. 25.2007, 3, p. 237-261
|
Publisher: |
Oldenbourg Wissenschaftsverlag |
Subject: | Permutation principle | change in mean | rank statistic | dependent observations | linear process | frequency domain |
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