Uniform change point tests in high dimension (Q892243): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.05333
@@ Property / arXiv ID: 1511.05333 / rank @@
+Normal rank
@@ Property / cites work @@
+Non-strong mixing autoregressive processes
@@ Property / cites work: Non-strong mixing autoregressive processes / rank @@
+Normal rank
@@ Property / cites work @@
+Permutation tests in change point analysis
@@ Property / cites work: Permutation tests in change point analysis / rank @@
+Normal rank
@@ Property / cites work @@
+Break detection in the covariance structure of multivariate time series models
+Normal rank
@@ Property / cites work @@
+Structural breaks in time series
@@ Property / cites work: Structural breaks in time series / rank @@
+Normal rank
@@ Property / cites work @@
+Modelling structural breaks, long memory and stock market volatility: an overview
+Normal rank
@@ Property / cites work @@
+Testing for changes in the covariance structure of linear processes
+Normal rank
@@ Property / cites work @@
+Asymptotic results for the empirical process of stationary sequences
+Normal rank
@@ Property / cites work @@
+Fractionally integrated generalized autoregressive conditional heteroskedasticity
+Normal rank
@@ Property / cites work @@
+Strict stationarity of generalized autoregressive processes
+Normal rank
@@ Property / cites work @@
+Time series: theory and methods.
@@ Property / cites work: Time series: theory and methods. / rank @@
+Normal rank
@@ Property / cites work @@
+Limiting laws of coherence of random matrices with applications to testing covariance structure and construction of compressed sensing matrices
+Normal rank
@@ Property / cites work @@
+A two-sample test for high-dimensional data with applications to gene-set testing
+Normal rank
@@ Property / cites work @@
+Covariance and precision matrix estimation for high-dimensional time series
+Normal rank
@@ Property / cites work @@
+Infinite-dimensional VARs and factor models
@@ Property / cites work: Infinite-dimensional VARs and factor models / rank @@
+Normal rank
@@ Property / cites work @@
+Nonmonotonic power for tests of a mean shift in a time series§
+Normal rank
@@ Property / cites work @@
+Q5288953
@@ Property / cites work: Q5288953 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4348180
@@ Property / cites work: Q4348180 / rank @@
+Normal rank
@@ Property / cites work @@
+Darling-Erdős theorem for self-normalized sums
@@ Property / cites work: Darling-Erdős theorem for self-normalized sums / rank @@
+Normal rank
@@ Property / cites work @@
+Donsker's theorem for self-normalized partial sums processes
+Normal rank
@@ Property / cites work @@
+A limit theorem for the maximum of normalized sums of independent random variables
+Normal rank
@@ Property / cites work @@
+Nonlinear time series. Nonparametric and parametric methods
+Normal rank
@@ Property / cites work @@
+Testing the Equality of Covariance Operators in Functional Samples
+Normal rank
@@ Property / cites work @@
+On the rate of convergence of normal extremes
@@ Property / cites work: On the rate of convergence of normal extremes / rank @@
+Normal rank
@@ Property / cites work @@
+Q2865792
@@ Property / cites work: Q2865792 / rank @@
+Normal rank
@@ Property / cites work @@
+Weakly dependent functional data
@@ Property / cites work: Weakly dependent functional data / rank @@
+Normal rank
@@ Property / cites work @@
+Change‐point detection in panel data
@@ Property / cites work: Change‐point detection in panel data / rank @@
+Normal rank
@@ Property / cites work @@
+The asymptotic distributions of the largest entries of sample correlation matrices.
+Normal rank
@@ Property / cites work @@
+Uniform change point tests in high dimension
@@ Property / cites work: Uniform change point tests in high dimension / rank @@
+Normal rank
@@ Property / cites work @@
+Change-point analysis in increasing dimension
@@ Property / cites work: Change-point analysis in increasing dimension / rank @@
+Normal rank
@@ Property / cites work @@
+Simultaneous confidence bands for Yule-Walker estimators and order selection
+Normal rank
@@ Property / cites work @@
+Block permutation principles for the change analysis of dependent data
+Normal rank
@@ Property / cites work @@
+Resampling methods for dependent data
@@ Property / cites work: Resampling methods for dependent data / rank @@
+Normal rank
@@ Property / cites work @@
+On extreme values in stationary sequences
@@ Property / cites work: On extreme values in stationary sequences / rank @@
+Normal rank
@@ Property / cites work @@
+Extremes and related properties of random sequences and processes
+Normal rank
@@ Property / cites work @@
+Detection and localization of change-points in high-dimensional network traffic data
+Normal rank
@@ Property / cites work @@
+SLEX Analysis of Multivariate Nonstationary Time Series
+Normal rank
@@ Property / cites work @@
+A central limit theorem for stationary random fields
+Normal rank
@@ Property / cites work @@
+Structural breaks with deterministic and stochastic trends
+Normal rank
@@ Property / cites work @@
+Q4255425
@@ Property / cites work: Q4255425 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic spectral theory for nonlinear time series
+Normal rank
@@ Property / cites work @@
+Testing for Change Points in Time Series
@@ Property / cites work: Testing for Change Points in Time Series / rank @@
+Normal rank
@@ Property / cites work @@
+Q3395931
@@ Property / cites work: Q3395931 / rank @@
+Normal rank
@@ Property / cites work @@
+Multiscale local change point detection with applications to value-at-risk
+Normal rank
@@ Property / cites work @@
+Q3374152
@@ Property / cites work: Q3374152 / rank @@
+Normal rank
@@ Property / cites work @@
+Nonlinear system theory: Another look at dependence
+Normal rank
@@ Property / cites work @@
+Asymptotic theory for maximum deviations of sample covariance matrix estimates
+Normal rank
@@ Property / cites work @@
+Sequential multi-sensor change-point detection
@@ Property / cites work: Sequential multi-sensor change-point detection / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W1820131496
@@ Property / OpenAlex ID: W1820131496 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:892243