Pages that link to "Item:Q1361628"
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The following pages link to Effect of dependence on statistics for determination of change (Q1361628):
Displayed 33 items.
- Nonparametric estimation of structural change points in volatility models for time series (Q262749) (← links)
- Segmenting mean-nonstationary time series via trending regressions (Q527952) (← links)
- TFT-bootstrap: resampling time series in the frequency domain to obtain replicates in the time domain (Q638798) (← links)
- Testing for change in mean of independent multivariate observations with time varying covariance (Q764447) (← links)
- Long-run variance estimation for spatial data under change-point alternatives (Q894795) (← links)
- Testing for changes in the covariance structure of linear processes (Q1011543) (← links)
- Estimation of a change-point in the mean function of functional data (Q1036788) (← links)
- Testing the stability of the functional autoregressive process (Q1049540) (← links)
- Testing for changes in multivariate dependent observations with an application to temperature changes (Q1283849) (← links)
- Testing appearance of linear trend (Q1299489) (← links)
- Change-point in the mean of dependent observations (Q1305227) (← links)
- A nonparametric test for the change of the density function in strong mixing processes. (Q1423041) (← links)
- Optimal change point detection in Gaussian processes (Q1681057) (← links)
- Abrupt change in mean using block bootstrap and avoiding variance estimation (Q1695533) (← links)
- A more powerful test identifying the change in mean of functional data (Q1753977) (← links)
- Change point analysis of covariance functions: a weighted cumulative sum approach (Q2078538) (← links)
- A comparison of single and multiple changepoint techniques for time series data (Q2129576) (← links)
- Change-point detection based on weighted two-sample U-statistics (Q2136629) (← links)
- Parametric methodologies for detecting changes in maximum temperature of Tlaxco, Tlaxcala, México (Q2175385) (← links)
- Nuisance-parameter-free changepoint detection in non-stationary series (Q2195742) (← links)
- Estimating change points in nonparametric time series regression models (Q2208375) (← links)
- The shark fin function: asymptotic behavior of the filtered derivative for point processes in case of change points (Q2412766) (← links)
- Block permutation principles for the change analysis of dependent data (Q2455733) (← links)
- Kink estimation with correlated noise (Q2510642) (← links)
- CHANGE-POINT DETECTION WITH RANK STATISTICS IN LONG-MEMORY TIME-SERIES MODELS (Q2810355) (← links)
- (Q3085446) (← links)
- Bootstrapping confidence intervals for the change-point of time series (Q3552859) (← links)
- M-Procedures for Detection of Changes for Dependent Observations (Q4905901) (← links)
- Convergence of series of moments on general exponential inequality (Q5064926) (← links)
- BOOTSTRAP INFERENCE FOR MULTIPLE CHANGE-POINTS IN TIME SERIES (Q5104480) (← links)
- Mean shift testing in correlated data (Q5495695) (← links)
- Gradual changes in long memory processes with applications (Q5758160) (← links)
- Testing for changes in the mean or variance of a stochastic process under weak invariance (Q5928941) (← links)