scientific article

From MaRDI portal
Revision as of 23:23, 5 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:3948492

zbMath0487.62072MaRDI QIDQ3948492

Lioudmila Vostrikova

Publication date: 1981


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.



Related Items (76)

Estimating a Change Point in a Sequence of Very High-Dimensional Covariance Matrices\(\phi\)-divergence based procedure for parametric change-point problemsA new approach of subgroup identification for high-dimensional longitudinal dataFourier methods for analyzing piecewise constant volatilitiesMultiple break detection in the correlation structure of random variablesDetecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selectionSeeded intervals and noise level estimation in change point detection: a discussion of Fryzlewicz (2020)Empirical likelihood for change point detection in autoregressive modelsChange point analysis on the Corinth Gulf (Greece) seismicityExact tests for offline changepoint detection in multichannel binary and count data with application to networksChange-Point Detection for Graphical Models in the Presence of Missing ValuesUnraveling S&P500 stock volatility and networks – an encoding-and-decoding approachA new hybrid approach to panel data change point detectionModified information criterion for linear regression change-point model with its applicationsInformation approach for a lifetime change-point model based on the exponential-logarithmic distributionOn the application of new tests for structural changes on global minimum-variance portfoliosConsistency of an estimator of the number of changes in binomial observationsMeasuring the subprime crisis contagion: evidence of change point analysis of copula functionsA comparison of estimators for regression models with change pointsChange-point detection in multinomial data using phi-divergence test statisticsDetecting Multiple Change Points: The PULSE CriterionDetection and estimation of multiple transient changesDetecting change structures of nonparametric regressionsModified information criterion for detecting changes in skew slash distributionCusums for tracking arbitrary functionalsChange point detection in linear failure rate distribution under random censorshipUnnamed ItemSegmentation and estimation of change-point models: false positive control and confidence regionsRobust multiscale estimation of time-average variance for time series segmentationDetection of Multiple Structural Breaks in Large Covariance MatricesTesting Stability in Functional Event Observations with an Application to IPO PerformanceChangepoint Detection in Heteroscedastic Random Coefficient Autoregressive ModelsConsistent multiple testing for change pointsLikelihood procedure for testing changes in skew normal model with applications to stock returnsA wavelet-based approach for detecting changes in second order structure within nonstationary time seriesDetection of multiple change-points in multivariate dataWild binary segmentation for multiple change-point detectionNonparametric tests for constant tail dependence with an application to energy and financeChange-point model selection via AICDetecting changes in linear regression models with skew normal errorsMultiple change-points detection by empirical Bayesian information criteria and Gibbs sampling induced stochastic searchConsistency of binary segmentation for multiple change-point estimation with functional dataTail-greedy bottom-up data decompositions and fast multiple change-point detectionTesting for bubbles and change-pointsA tail adaptive approach for change point detectionStatistical methods for DNA sequence segmentationSubsampling methods for genomic inferenceTests for Volatility Shifts in Garch Against Long‐Range DependenceWeakly dependent functional dataDetecting change points in polynomial regression models with an application to cable data setsOn discriminating between long-range dependence and changes in meanChange-point detection in panel data via double CUSUM statisticDetection of multiple changes in a sequence of dependent variablesBayesian multiple change-points detection in a normal model with heterogeneous variancesMultiple change-point detection: a selective overviewHigh-dimensional changepoint detection via a geometrically inspired mappingA shape-based cutting and clustering algorithm for multiple change-point detectionDetecting change-points in multidimensional stochastic processesA new multiple testing method in the dependent caseThe use of cumulative sums for detection of changepoints in the rate parameter of a Poisson processComputation of estimates in segmented regression and a liquidity effect modelHigh dimensional change point inference: recent developments and extensionsA Statistical Change-Point Analysis Approach for Modeling the Ratio of Next Generation Sequencing ReadsDetecting multiple generalized change-points by isolating single onesChange-point problems: bibliography and reviewConfidence distributions for skew normal change-point model based on modified information criterionOn detecting changes in the jumps of arbitrary size of a time-continuous stochastic processConsistency of a range of penalised cost approaches for detecting multiple changepointsSequential block bootstrap in a Hilbert space with application to change point analysisRobust mean change-point detecting through Laplace linear regression using EM algorithmEstimating the locations of multiple change points in the meanInference for single and multiple change-points in time seriesA nonparametric test for a constant correlation matrixEstimation and model selection based inference in single and multiple threshold models.On detection of change points using mean vectorsComments on: ``Extensions of some classical methods in change point analysis







This page was built for publication: