Detection of multiple change-points in multivariate time series (Q2471636): Difference between revisions

@@ Property / full work available at URL @@
+https://doi.org/10.1007/s10986-006-0028-9
+Normal rank
@@ Property / OpenAlex ID @@
+W2158591439
@@ Property / OpenAlex ID: W2158591439 / rank @@
+Normal rank
@@ Property / cites work @@
+SEQUENTIAL CHANGE-POINT DETECTION IN GARCH(p,q) MODELS
+Normal rank
@@ Property / cites work @@
+Gaussian model selection
@@ Property / cites work: Gaussian model selection / rank @@
+Normal rank
@@ Property / cites work @@
+Multiple changepoint fitting via quasilikelihood, with application to DNA sequence segmentation
+Normal rank
@@ Property / cites work @@
+Minimax Methods for Multihypothesis Sequential Testing and Change-Point Detection Problems
+Normal rank
@@ Property / cites work @@
+Q4494545
@@ Property / cites work: Q4494545 / rank @@
+Normal rank
@@ Property / cites work @@
+Statistical inference of covariance change points in gaussian model
+Normal rank
@@ Property / cites work @@
+Detecting parameter shift in garch models
@@ Property / cites work: Detecting parameter shift in garch models / rank @@
+Normal rank
@@ Property / cites work @@
+Fitting time series models to nonstationary processes
+Normal rank
@@ Property / cites work @@
+Q3400722
@@ Property / cites work: Q3400722 / rank @@
+Normal rank
@@ Property / cites work @@
+Testing and estimating in the change-point problem of the spectral function
+Normal rank
@@ Property / cites work @@
+Functional CLT for nonparametric estimates of the spectrum and change- point problem for a spectral function
+Normal rank
@@ Property / cites work @@
+The change-point problem for dependent observations
+Normal rank
@@ Property / cites work @@
+Testing a Sequence of Observations for a Shift in Location
+Normal rank
@@ Property / cites work @@
+Fitting multiple change-point models to data
@@ Property / cites work: Fitting multiple change-point models to data / rank @@
+Normal rank
@@ Property / cites work @@
+Empirical process of the squared residuals of an ARCH sequence
+Normal rank
@@ Property / cites work @@
+Q4407611
@@ Property / cites work: Q4407611 / rank @@
+Normal rank
@@ Property / cites work @@
+Change-point estimation in ARCH models
@@ Property / cites work: Change-point estimation in ARCH models / rank @@
+Normal rank
@@ Property / cites work @@
+Testing for parameter changes in ARCH models
@@ Property / cites work: Testing for parameter changes in ARCH models / rank @@
+Normal rank
@@ Property / cites work @@
+Detection of multiple changes in a sequence of dependent variables
+Normal rank
@@ Property / cites work @@
+Random thresholds for linear model selection
@@ Property / cites work: Random thresholds for linear model selection / rank @@
+Normal rank
@@ Property / cites work @@
+Least‐squares Estimation of an Unknown Number of Shifts in a Time Series
+Normal rank
@@ Property / cites work @@
+Q3400726
@@ Property / cites work: Q3400726 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3159047
@@ Property / cites work: Q3159047 / rank @@
+Normal rank
@@ Property / cites work @@
+Detection of change points using rank methods
@@ Property / cites work: Detection of change points using rank methods / rank @@
+Normal rank
@@ Property / cites work @@
+Q4407617
@@ Property / cites work: Q4407617 / rank @@
+Normal rank
@@ Property / cites work @@
+Multiple changepoints problem-nonparmetric procedures for estimation of the points of change
+Normal rank
@@ Property / cites work @@
+On tests for detecting change in mean
@@ Property / cites work: On tests for detecting change in mean / rank @@
+Normal rank
@@ Property / cites work @@
+Q3400728
@@ Property / cites work: Q3400728 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimating the number of change-points via Schwarz' criterion
+Normal rank