Comments on: ``Extensions of some classical methods in change point analysis'' (Q5971364): Difference between revisions

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-.1007/s11749-014-0377-3
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+Two tests for sequential detection of a change-point in a nonlinear model
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+Retrospective change detection for binary time series models
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+Changepoints in times series of counts
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+Monitoring changes in the error distribution of autoregressive models based on Fourier methods
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+Bootstrap Procedures for Online Monitoring of Changes in Autoregressive Models
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+Structural changes in autoregressive models for binary time series
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+Q3165892
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+Bootstrapping confidence intervals for the change-point of time series
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+A note on Studentized confidence intervals for the change-point
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+Bootstrapping sequential change-point tests for linear regression
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+Change point analysis based on empirical characteristic functions
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+Block permutation principles for the change analysis of dependent data
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+Bootstrapping Sequential Change-Point Tests
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+TFT-bootstrap: resampling time series in the frequency domain to obtain replicates in the time domain
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+A uniform central limit theorem for neural network-based autoregressive processes with applications to change-point analysis
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+.1007/S11749-014-0377-3
@@ Property / DOI: 10.1007/S11749-014-0377-3 / rank @@
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