Pages that link to "Item:Q5255598"
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The following pages link to Testing for Change Points in Time Series (Q5255598):
Displaying 4 items.
- Testing for Change-Points in Long-Range Dependent Time Series by Means of a Self-Normalized Wilcoxon Test (Q135901) (← links)
- Testing for jumps in the presence of smooth changes in trends of nonstationary time series (Q262694) (← links)
- Testing the constancy of Spearman's rho in multivariate time series (Q314566) (← links)
- A self-normalization test for a change-point in the shape parameter of a gamma distributed sequence (Q395879) (← links)
