Permutation principles for the change analysis of stochastic processes under strong invariance

Kirch, Claudia, Steinebach, Josef . Journal of Computational & Applied Mathematics 2006. 186 (1) :64-88

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@article{CIS-214378,
  Author = {Kirch, Claudia and Steinebach, Josef},
  Title = {Permutation principles for the change analysis of stochastic processes under strong invariance},
  Journal = {Journal of Computational & Applied Mathematics},
  Volume = {186},
  Number = {1},
  Year = {2006},
  Pages = {64--88},
  Keywords = {Invariance principle, Bootstrap, Change-point, gradual change, limiting extreme value distribution, abrupt change, rank\vstatistic}
}

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