Non‐Parametric Change‐Point Tests for Long‐Range Dependent Data

99 citations recorded by the source corpus.

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

Threshold models in time series analysis—Some reflections (2015, methodology): “Hamilton (1989) had not referred to the above references when he gave his development of the Markov switching model.”
Sequential block bootstrap in a Hilbert space with application to change point analysis (2014, background): “The third case was extended by Dehling, Rooch and Taqqu [10].”
Exploring the ability of the Pettitt method for detecting change point by Monte Carlo simulation (2014, background): “…literatures, the change point problems have been much investigated and studied (Giraitis et al. 1996; Berkes et al. 2006; Ling 2007; Antoch et al. 2008; Wang 2008; Spokoiny 2009; Zhao et al. 2010; Yamaguchi 2011; Kim and Lee 2011; Dehling et al. 2012; Hušková and Kirch 2012; Tan et al. 2013).”
Generalized Hermite processes, discrete chaos and limit theorems (2013, background): “and Tudor [2], Veillette and Taqqu [32], Maejima and Tudor [15, 16]. Hermite processes frequently appear in statistical inference problems involving LRD, e.g., L´evy-Leduc et al. [13], Dehling et al. [4]. It is interesting to note that when the stationary sequence {X(n)} is LRD, one can obtain in th”