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- FUNCTIONALS OF STOCHASTIC PROCESSES 2008-01-23 Paper Limit theorems for permutations of empirical processes with applications to change point analysis 2007-12-17...10 bytes (16 words) - 10:28, 8 December 2023
- integral processes with jumps 2014-01-20 Paper Two-step adaptive model selection for vector autoregressive processes 2014-01-10 Paper Stochastic comparisons...10 bytes (17 words) - 01:02, 11 December 2023
- ESTIMATION FOR MULTIVARIATE DIFFUSION PROCESSES 2012-08-30 Paper Estimation for the change point of volatility in a stochastic differential equation 2012-03-22...10 bytes (19 words) - 16:18, 27 February 2024
- dependence on change-point estimators 2000-10-29 Paper Approximation for bootstrapped empirical processes 2000-05-22 Paper Change-point in the mean of...10 bytes (18 words) - 12:19, 28 January 2024
- Multidecision Quickest Change-Point Detection: Previous Achievements and Open Problems 2008-08-07 Paper Asymptotic Optimality of Change-Point Detection Schemes...10 bytes (18 words) - 03:37, 12 December 2023
- applications to change-point analysis 2017-09-21 Paper Two-sample U-statistic processes for long-range dependent data 2017-07-14 Paper Change-Point Detection...10 bytes (17 words) - 22:46, 9 December 2023
- estimating the change-point of a gradually changing stochastic process 2002-09-05 Paper Approximations for weighted bootstrap processes with an application...10 bytes (19 words) - 11:29, 8 December 2023
- 2014-07-08 Paper Change point testing for the drift parameters of a periodic mean reversion process 2014-05-23 Paper Non‐Parametric Change‐Point Tests for Long‐Range...10 bytes (18 words) - 18:44, 11 December 2023
- Paper Change-point methods for multivariate time-series: paired vectorial observations 2020-11-02 Paper Fourier Methods for Sequential Change Point Analysis...10 bytes (17 words) - 11:48, 8 December 2023
- Theory for GARCH Processes 2009-11-27 Paper Probabilistic Properties of Stochastic Volatility Models 2009-11-27 Paper Extremes of Stochastic Volatility Models...10 bytes (19 words) - 20:59, 9 December 2023
- CUSUM-type procedures in change detection and isolation problems 2009-06-16 Paper Optimality of CUSUM Rule Approximations in Change-Point Detection Problems:...10 bytes (16 words) - 03:08, 10 December 2023
- approximations for time-changed point processes 1988-01-01 Paper A simple proof of the multivariate random time change theorem for point processes 1988-01-01 Paper...10 bytes (19 words) - 21:24, 12 December 2023
- decisions under stochastic prices: approximate solutions for order time, order quantity and supplier selection 2013-04-02 Paper Change-point mle in the rate...10 bytes (18 words) - 20:09, 8 December 2023
- Paper Multiple-Change-Point Detection for High Dimensional Time Series via Sparsified Binary Segmentation 2019-06-12 Paper Multiple-Change-Point Detection for...10 bytes (14 words) - 15:24, 6 December 2023
- sequential and batch-sequential change-point detection methods 2017-10-30 Paper Wick–Malliavin approximation to nonlinear stochastic partial differential equations:...10 bytes (19 words) - 20:34, 8 December 2023
- de/entity/Q4925749 2013-06-12 Paper Option prices under stochastic volatility 2012-11-15 Paper Change-point detection for long-range dependent sequences in a...10 bytes (18 words) - 03:58, 10 December 2023
- polynomial tailbounds for change-point estimators 2002-11-14 Paper Estimation of the change point of a distribution based on the number of failed test items 2002-01-29...10 bytes (16 words) - 13:06, 8 December 2023
- Memory Processes” Journal of Time Series Analysis 40: 467‐492 (2019) <scp>DOI</scp>: 10.1111/jtsa.12460 2021-07-16 Paper Deterministic Parameter Change Models...10 bytes (20 words) - 04:48, 9 December 2023
- de/entity/Q4351968 1997-11-11 Paper Two-stage change-point estimators in smooth regression models 1997-08-28 Paper A set-indexed process in a two-region image 1996-07-01...10 bytes (19 words) - 13:41, 7 December 2023
- Publication Date of Publication Type Change-point inference for high-dimensional heteroscedastic data 2024-01-05 Paper Structure Learning for Extremal...10 bytes (16 words) - 14:21, 10 December 2023
