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

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