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

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+https://doi.org/10.1007/s10986-006-0028-9
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+W2158591439
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+SEQUENTIAL CHANGE-POINT DETECTION IN GARCH(p,q) MODELS
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+Gaussian model selection
@@ Property / cites work: Gaussian model selection / rank @@
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+Multiple changepoint fitting via quasilikelihood, with application to DNA sequence segmentation
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+Minimax Methods for Multihypothesis Sequential Testing and Change-Point Detection Problems
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+Q4494545
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+Statistical inference of covariance change points in gaussian model
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+Detecting parameter shift in garch models
@@ Property / cites work: Detecting parameter shift in garch models / rank @@
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+Fitting time series models to nonstationary processes
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+Q3400722
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+Testing and estimating in the change-point problem of the spectral function
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+Functional CLT for nonparametric estimates of the spectrum and change- point problem for a spectral function
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+The change-point problem for dependent observations
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+Testing a Sequence of Observations for a Shift in Location
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+Fitting multiple change-point models to data
@@ Property / cites work: Fitting multiple change-point models to data / rank @@
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+Empirical process of the squared residuals of an ARCH sequence
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+Q4407611
@@ Property / cites work: Q4407611 / rank @@
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+Change-point estimation in ARCH models
@@ Property / cites work: Change-point estimation in ARCH models / rank @@
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+Testing for parameter changes in ARCH models
@@ Property / cites work: Testing for parameter changes in ARCH models / rank @@
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+Detection of multiple changes in a sequence of dependent variables
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+Random thresholds for linear model selection
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+Least‐squares Estimation of an Unknown Number of Shifts in a Time Series
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+Q3400726
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+Q3159047
@@ Property / cites work: Q3159047 / rank @@
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+Detection of change points using rank methods
@@ Property / cites work: Detection of change points using rank methods / rank @@
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+Q4407617
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+Multiple changepoints problem-nonparmetric procedures for estimation of the points of change
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+On tests for detecting change in mean
@@ Property / cites work: On tests for detecting change in mean / rank @@
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+Q3400728
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+Estimating the number of change-points via Schwarz' criterion
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+Publication:2471636