43 citations · 51 across the 3 of their papers we have counts for
4 papers
Robust Discrimination between Long-Range Dependence and a Change in Mean
Carina Gerstenberger
In this paper we introduce a robust to outliers Wilcoxon change-point testing procedure, for distinguishing between short-range dependent time series with a change in mean at unkno…
Robust Estimation of Change-Point Location
Carina Gerstenberger
We introduce a robust estimator of the location parameter for the change-point in the mean based on the Wilcoxon statistic and establish its consistency for near epoch depend…
Tests for scale changes based on pairwise differences
Carina Gerstenberger, Daniel Vogel, Martin Wendler
In many applications it is important to know whether the amount of fluctuation in a series of observations changes over time. In this article, we investigate different tests for de…
On the efficiency of Gini's mean difference
Carina Gerstenberger, Daniel Vogel
We examine the efficiency of the mean deviation and Gini's mean difference (the mean of all pairwise distances). Our findings support the viewpoint that Gini's mean difference comb…