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Statistics Seminar, "Some Robust Change-Point Tests for Time Series", Herold Dehling, Ruhr-University Bochum


Tid: 2017-09-29 13:15 till: 14:00

In our talk, we will present some recent results on robust tests for change-points in time series. The tests are based on various two-sample tests, such as the Mann-Whitney-Wilcoxon rank test, the two-sample Hodges-Lehmann test, and the Cramer-von Mises test. We will investigate the asymptotic distribution of our test statistics, both in the case of short-range as  well as long-range dependent data. [Joint work with Roland Fried, Isabel Garcia, Aeneas Rooch, Murad Taqqu, and Martin Wendler,]