Permutation principles for the change analysis of stochastic processes under strong invariance

Journal of Computational and Applied Mathematics

Volumn 186, Issue 1 SPEC. ISS., 2006, Pages 64-88

  Kirch, Claudia ^a   Steinebach, Josef ^a  

^a UNIVERSITY OF COLOGNE   (Germany)

Author keywords

Abrupt change; Bootstrap; Change point; Gradual change; Invariance principle; Limiting extreme value distribution; Permutation principle; Rank statistic

Indexed keywords

APPROXIMATION THEORY; COMPUTER SIMULATION; ERROR ANALYSIS; MATHEMATICAL MODELS; STATISTICAL METHODS;

ABRUPT CHANGE; BOOTSTRAP; CHANGE-POINT; GRADUAL CHANGE; INVARIANCE PRINCIPLE; LIMITING EXTREME VALUE DISTRIBUTION; PERMUTATION PRINCIPLE; RANK STATISTIC;

RANDOM PROCESSES;

EID: 26044434870     PISSN: 03770427     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.cam.2005.03.065     Document Type: Conference Paper

References (14)

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