The following pages link to (Q3948492):
Displaying 22 items.
- Likelihood procedure for testing changes in skew normal model with applications to stock returns (Q4607336) (← links)
- (Q4998971) (← links)
- A new approach of subgroup identification for high-dimensional longitudinal data (Q5036847) (← links)
- Exact tests for offline changepoint detection in multichannel binary and count data with application to networks (Q5055263) (← links)
- Change-Point Detection for Graphical Models in the Presence of Missing Values (Q5066463) (← links)
- Unraveling S&P500 stock volatility and networks – an encoding-and-decoding approach (Q5079389) (← links)
- A new hybrid approach to panel data change point detection (Q5079862) (← links)
- Modified information criterion for linear regression change-point model with its applications (Q5083971) (← links)
- Information approach for a lifetime change-point model based on the exponential-logarithmic distribution (Q5087470) (← links)
- Detection of multiple change-points in multivariate data (Q5129088) (← links)
- Tests for Volatility Shifts in Garch Against Long‐Range Dependence (Q5177968) (← links)
- Sequential block bootstrap in a Hilbert space with application to change point analysis (Q5507360) (← links)
- A nonparametric test for a constant correlation matrix (Q5864634) (← links)
- Estimating a Change Point in a Sequence of Very High-Dimensional Covariance Matrices (Q5881097) (← links)
- Statistical methods for DNA sequence segmentation (Q5926347) (← links)
- Comments on: ``Extensions of some classical methods in change point analysis'' (Q5971363) (← links)
- Detecting Multiple Change Points: The PULSE Criterion (Q6039883) (← links)
- Detecting change structures of nonparametric regressions (Q6071713) (← links)
- Modified information criterion for detecting changes in skew slash distribution (Q6073719) (← links)
- Cusums for tracking arbitrary functionals (Q6085832) (← links)
- Change point detection in linear failure rate distribution under random censorship (Q6100201) (← links)
- Robust multiscale estimation of time-average variance for time series segmentation (Q6166922) (← links)
