Mathematics
Time series
100%
Change Point
70%
Dependent
57%
Range of data
53%
Wilcoxon Test
49%
Change-point Analysis
49%
Long-range Dependence
46%
Long Memory
45%
Stochastic Volatility
44%
Test Statistic
40%
Subsampling
33%
Structural Change
29%
Testing
25%
Change-point Estimation
24%
Tail Index
21%
Limit Theorems
19%
Bootstrapping
19%
Asymptotic distribution
18%
Simulation Study
18%
Empirical Process
14%
Tail
14%
Hurst Parameter
13%
Estimator
12%
Reduction Principle
12%
Strictly
12%
Rank Test
11%
Score Function
11%
CUSUM Test
11%
Limit Distribution
11%
Correlation coefficient
11%
Statistics
11%
Two Parameters
11%
Nuisance Parameter
10%
Stationarity
10%
Decrease
9%
Alternatives
9%
Performance
8%
Level Shift
8%
Rank Statistics
8%
Structural Breaks
8%
Dependent Data
8%
Gaussian Process
8%
Sample Size
8%
Block Bootstrap
8%
Hill Estimator
7%
Independence
7%
Strongly Mixing
7%
Financial Time Series
7%
Observation
7%
Wasserstein Distance
6%
Business & Economics
Long-range Dependence
78%
Change Point
58%
Test Statistic
43%
Change-point Analysis
27%
Testing
27%
Limit Theorems
25%
Subsampling
24%
Point Estimation
24%
Long Memory
24%
Limit Distribution
19%
Simulation Study
18%
Stochastic Volatility
17%
Estimator
17%
Nuisance Parameter
16%
Statistics
16%
Finite Sample
15%
Sample Size
14%
Gaussian Process
11%
Statistical Inference
11%
Asymptotic Distribution
11%
Cumulative Sum
10%
Stationarity
10%
Finite Sample Properties
10%
Monte Carlo Simulation
8%
Regularity
8%
Structural Breaks
8%
Level Shift
7%
Fractional Brownian Motion
7%
Local Alternatives
7%
Simulation
7%
Convergence Rate
7%
Alternatives
7%
Empirical Process
7%
Rate of Convergence
6%
End Use
6%
Pearson Correlation Coefficient
5%
