RecordTest: Inference Tools in Time Series Based on Record Statistics
Jorge Castillo‐Mateo · 2019
Statistical tools based on the probabilistic properties of the record occurrence in a sequence of independent and identically distributed continuous random variables. In particular, tools to prepare a time series as well as distribution-free trend and change-point tests and graphical tools to study the record occurrence. Details about the implemented tools can be found in Castillo-Mateo et al. (2023a) and Castillo-Mateo et al. (2023b) .