Rank based change-point analysis under long range dependence
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The aim of the project is to develop robust change-point test for long range dependent time series which have a good efficiency under normality. For this, the empirical process of ranks is studied in a function space equipped with a wheighted norm.
Kooperationen im Projekt
Kontakt
Doz. Dr. Martin Wendler
Otto-von-Guericke-Universität Magdeburg
Institut für Mathematische Stochastik
Universitätsplatz 2
39106
Magdeburg
Tel.:+49 391 6758651
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