Detecting changes in the mean and variance of a time series : an approach based on U-statistics of triangular arrays
- Location
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Deutsche Nationalbibliothek Frankfurt am Main
- Extent
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Online-Ressource
- Language
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Englisch
- Notes
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Bochum, Ruhr-Universität Bochum, Dissertation, 2021
- Keyword
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Time
U-statistics
Zeitreihenanalyse
Asymptotische Statistik
U-Statistik
Schwache Abhängigkeit
Nichtparametrisches Verfahren
- Event
-
Veröffentlichung
- (where)
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Bochum
- (who)
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Ruhr-Universität Bochum
- (when)
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2022
- Creator
- Contributor
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Dehling, Herold
Dette, Holger
Mikosch, Thomas
Fakultät für Mathematik
- URN
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urn:nbn:de:hbz:294-89759
- Rights
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
-
25.03.2025, 1:49 PM CET
Data provider
This object is provided by:
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Associated
- Schmidt, Sara Kristin
- Dehling, Herold
- Dette, Holger
- Mikosch, Thomas
- Fakultät für Mathematik
- Ruhr-Universität Bochum
Time of origin
- 2022
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