Detecting changes in the mean and variance of a time series : an approach based on U-statistics of triangular arrays
- Standort
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Deutsche Nationalbibliothek Frankfurt am Main
- Umfang
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Online-Ressource
- Sprache
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Englisch
- Anmerkungen
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Bochum, Ruhr-Universität Bochum, Dissertation, 2021
- Schlagwort
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Time
U-statistics
Zeitreihenanalyse
Asymptotische Statistik
U-Statistik
Schwache Abhängigkeit
Nichtparametrisches Verfahren
- Ereignis
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Veröffentlichung
- (wo)
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Bochum
- (wer)
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Ruhr-Universität Bochum
- (wann)
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2022
- Urheber
- Beteiligte Personen und Organisationen
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Dehling, Herold
Dette, Holger
Mikosch, Thomas
Fakultät für Mathematik
- URN
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urn:nbn:de:hbz:294-89759
- Rechteinformation
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Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
25.03.2025, 13:49 MEZ
Datenpartner
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Beteiligte
- Schmidt, Sara Kristin
- Dehling, Herold
- Dette, Holger
- Mikosch, Thomas
- Fakultät für Mathematik
- Ruhr-Universität Bochum
Entstanden
- 2022
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