Pages that link to "Item:Q5255598"

The following pages link to Testing for Change Points in Time Series (Q5255598):

Displaying 38 items.

• Adaptive Change Point Monitoring for High-Dimensional Data (Q5089460) (← links)
• Beta approximation and its applications (Q5107773) (← links)
• Tests for Scale Changes Based on Pairwise Differences (Q5120672) (← links)
• A Likelihood Ratio Approach to Sequential Change Point Detection for a General Class of Parameters (Q5120674) (← links)
• (Q5157683) (← links)
• Testing for parameter constancy in the time series direction in panel data models (Q5220921) (← links)
• A Self‐Normalized Semi‐Parametric Test to Detect Changes in the Long Memory Parameter (Q5226140) (← links)
• Narrowest-Over-Threshold Detection of Multiple Change Points and Change-Point-Like Features (Q5234417) (← links)
• Testing for Change in Long‐Memory Stochastic Volatility Time Series (Q5237528) (← links)
• Asymptotic Behavior of Optimal Weighting in Generalized Self‐Normalization for Time Series (Q5237533) (← links)
• Heteroscedasticity and Autocorrelation Robust Structural Change Detection (Q5327300) (← links)
• Power properties of the modified CUSUM tests (Q5866043) (← links)
• On optimal segmentation and parameter tuning for multiple change-point detection and inference (Q5879909) (← links)
• Two-Sample Tests for Relevant Differences in the Eigenfunctions of Covariance Operators (Q6039879) (← links)
• Detecting Multiple Change Points: The PULSE Criterion (Q6039883) (← links)
• Asynchronous changepoint estimation for spatially correlated functional time series (Q6045990) (← links)
• Testing and Modelling for the Structural Change in Covariance Matrix Time Series With Multiplicative Form (Q6086165) (← links)
• Theory of evolutionary spectra for heteroskedasticity and autocorrelation robust inference in possibly misspecified and nonstationary models (Q6108257) (← links)
• Loss function-based change point detection in risk measures (Q6113344) (← links)
• Mean stationarity test in time series: a signal variance-based approach (Q6120834) (← links)
• Kolmogorov-Smirnov type testing for structural breaks: a new adjusted-range based self-normalization approach (Q6152637) (← links)
• Flexible nonlinear inference and change-point testing of high-dimensional spectral density matrices (Q6183694) (← links)
• Change-point inference for high-dimensional heteroscedastic data (Q6184933) (← links)
• Two-sample and change-point inference for non-Euclidean valued time series (Q6200897) (← links)
• Using interpolated implied volatility for analysing exogenous market changes (Q6538807) (← links)
• Multiscale jump testing and estimation under complex temporal dynamics (Q6565327) (← links)
• Prewhitened long-run variance estimation robust to nonstationarity (Q6573810) (← links)
• A self-normalization test for structural breaks in a regression model for panel data sets (Q6581405) (← links)
• An RKHS approach for pivotal inference in functional linear regression (Q6593374) (← links)
• Change-point inference in high-dimensional regression models under temporal dependence (Q6608677) (← links)
• Detection of a structural break in intraday volatility pattern (Q6615474) (← links)
• Some clustering-based change-point detection methods applicable to high dimension, low sample size data (Q6616205) (← links)
• Dynamic Semiparametric Factor Model With Structural Breaks (Q6617795) (← links)
• Mean-Structure and Autocorrelation Consistent Covariance Matrix Estimation (Q6620845) (← links)
• A General Framework for Constructing Locally Self-Normalized Multiple-Change-Point Tests (Q6626241) (← links)
• Scalable multiple changepoint detection for functional data sequences (Q6626426) (← links)
• Dating the break in high-dimensional data (Q6635718) (← links)
• Validating approximate slope homogeneity in large panels (Q6664673) (← links)