CHANGE-POINT DETECTION WITH RANK STATISTICS IN LONG-MEMORY TIME-SERIES MODELS
Author:
Publisher
Wiley
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1467-842X.2008.00515.x/fullpdf
Reference39 articles.
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2. Noncentral limit theorems and Appell polynomials;Avram;Ann. Probab.,1987
3. Statistical methods for data with long-range dependence;Beran;Statist. Sci.,1992
4. Regular Variation
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