The following pages link to (Q4348180):
Displaying 50 items.
- Sequential testing of gradual changes in the drift of a stochastic process (Q538120) (← links)
- Subsampling tests for variance changes in the presence of autoregressive parameter shifts (Q604339) (← links)
- Test for tail index change in stationary time series with Pareto-type marginal distribution (Q605861) (← links)
- Modified procedures for change point monitoring in linear models (Q609076) (← links)
- Developing a new BIC for detecting change-points (Q622435) (← links)
- Test for parameter change in discretely observed diffusion processes (Q625303) (← links)
- The limit distribution of the maximum increment of a random walk with regularly varying jump size distribution (Q627285) (← links)
- Modified tests for variance changes in autoregressive regression (Q632729) (← links)
- Log-likelihood ratio test for detecting transient change (Q633048) (← links)
- Asymptotic properties of maximum likelihood estimators in models with multiple change points (Q637080) (← links)
- TFT-bootstrap: resampling time series in the frequency domain to obtain replicates in the time domain (Q638798) (← links)
- Asymptotics of trimmed CUSUM statistics (Q654411) (← links)
- Asymptotic distribution of the jump change-point estimator (Q692763) (← links)
- Testing for changes using permutations of U-statistics (Q707047) (← links)
- Change-point mle in the rate of exponential sequences with application to Indonesian seismological data (Q710771) (← links)
- The screening and ranking algorithm to detect DNA copy number variations (Q714382) (← links)
- Monitoring parameter change in time series models (Q719010) (← links)
- Bootstrap tests for structural change with infinite variance observations (Q731938) (← links)
- Wavelet analysis of change-points in a non-parametric regression with heteroscedastic variance (Q736698) (← links)
- Data driven rank test for the change point problem (Q745504) (← links)
- Distributed detection/localization of change-points in high-dimensional network traffic data (Q746229) (← links)
- A novel and fast methodology for simultaneous multiple structural break estimation and variable selection for nonstationary time series models (Q746267) (← links)
- Estimation for the change point of volatility in a stochastic differential equation (Q765890) (← links)
- A modified Wilcoxon test for change points in long-range dependent time series (Q777757) (← links)
- Confidence distributions for skew normal change-point model based on modified information criterion (Q777847) (← links)
- Detection of a change-point in Student-\(t\) linear regression models (Q819424) (← links)
- Anomaly detection of mobile positioning data with applications to COVID-19 situational awareness (Q825360) (← links)
- Nonparametric detection of change in the slope and intercept in linear structural errors-in-variables models (Q826703) (← links)
- Strong approximation for the sums of squares of augmented GARCH sequences (Q850764) (← links)
- Application of modified information criterion to multiple change point problems (Q853951) (← links)
- Change-of-variance problem for linear processes with long memory (Q864915) (← links)
- On the detection of changes in autoregressive time series. I: Asymptotics. (Q872083) (← links)
- Empirical likelihood ratio test for the change-point problem (Q876978) (← links)
- Empirical likelihood test in a posteriori change-point nonlinear model (Q889149) (← links)
- Uniform change point tests in high dimension (Q892243) (← links)
- Panel data segmentation under finite time horizon (Q897629) (← links)
- Improving the finite sample performance of tests for a shift in mean (Q897636) (← links)
- Dependent multiplier bootstraps for non-degenerate \(U\)-statistics under mixing conditions with applications (Q899357) (← links)
- Maximum likelihood ratio test for the stability of sequence of Gaussian random processes (Q901605) (← links)
- Detecting non-simultaneous changes in means of vectors (Q905099) (← links)
- A change-point problem in relative error-based regression (Q905109) (← links)
- Extremes of weighted Brownian bridges in increasing dimension (Q907364) (← links)
- Nonparametric estimation and testing time-homogeneity for processes with independent incre\-ments (Q927925) (← links)
- Test for parameter change in ARMA models with GARCH innovations (Q947213) (← links)
- The functional central limit theorem for a family of GARCH observations with applications (Q952866) (← links)
- Testing for parameter stability in quantile regression models (Q952875) (← links)
- Testing for bubbles and change-points (Q953776) (← links)
- Simultaneous change point analysis and variable selection in a regression problem (Q953869) (← links)
- Change point estimators by local polynomial fits under a dependence assumption (Q957317) (← links)
- Strong convergence rate of estimators of change point and its application (Q961223) (← links)
