Data driven rank test for the change point problem
| Year of publication: |
2008
|
|---|---|
| Authors: | Antoch, Jaromír ; Hušková, Marie ; Janic, Alicja ; Ledwina, Teresa |
| Published in: |
Metrika. - Springer. - Vol. 68.2008, 1, p. 1-15
|
| Publisher: |
Springer |
| Subject: | Change point | Data driven test | Model selection | Rank test |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005375774