61 citations · 155 across the 24 of their papers we have counts for
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math.ST2020
Rank-based change-point analysis for long-range dependent time series
Annika Betken, Martin Wendler
We consider change-point tests based on rank statistics to test for structural changes in long-range dependent observations. Under the hypothesis of stationary time series and unde…
math.ST2020★ 8 cited
Change-point detection based on weighted two-sample U-statistics
Herold Dehling, Kata Vuk, Martin Wendler
We investigate the large-sample behavior of change-point tests based on weighted two-sample U-statistics, in the case of short-range dependent data. Under some mild mixing conditio…