Semiparametric method for identifying multiple change-points in financial market (Q5086296): Difference between revisions

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+Likelihood ratio tests for multiple structural changes
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+Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points
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+A semiparametric maximum likelihood ratio test for the change point in copula models
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+Testing and Locating Variance Changepoints with Application to Stock Prices
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+Estimation and comparison of multiple change-point models
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+The M-estimation in a multi-phase random nonlinear model
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+The asymptotic behavior of some nonparametric change-point estimators
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+A semiparametric changepoint model
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+Semiparametric tests for change-points with epidemic alternatives
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+Information borrowing methods for covariate-adjusted ROC curve
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+Fitting multiple change-point models to data
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+Using penalized contrasts for the change-point problem
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+The multiple change-points problem for the spectral distribution
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+Detecting multiple change-points in the mean of Gaussian process by model selection
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+Rank tests for changepoint problems
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+A goodness-of-fit test for logistic regression models based on case-control data
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+Q3395931
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