Pages that link to "Item:Q1178950"
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The following pages link to The asymptotic behavior of some nonparametric change-point estimators (Q1178950):
Displaying 50 items.
- Asymptotics for \(p\)-value based threshold estimation under repeated measurements (Q274035) (← links)
- Asymptotics for \(p\)-value based threshold estimation in regression settings (Q372134) (← links)
- Change-point detection for long-range dependent sequences in a general setting (Q425833) (← links)
- Nonparametric tests for constant tail dependence with an application to energy and finance (Q494381) (← links)
- Change-point model selection via AIC (Q498057) (← links)
- On nonparametric change point estimator based on empirical characteristic functions (Q525905) (← links)
- Change-point in stochastic design regression and the bootstrap (Q638805) (← links)
- Off-line testing for a changed segment in the sample variance (Q852272) (← links)
- Empirical likelihood ratio test for the change-point problem (Q876978) (← links)
- Testing and dating of structural changes in practice (Q956738) (← links)
- Estimating a changed segment in a sample (Q996767) (← links)
- Detection of change-points near the end points of long-range dependent sequences (Q1012397) (← links)
- Estimation of multiple-regime regressions with least absolutes deviation (Q1298916) (← links)
- On the rate of almost sure convergence of Dümbgen's change-point estimators (Q1324585) (← links)
- Change-point estimators in case of small disorders (Q1330217) (← links)
- On the power of nonparametric changepoint-tests (Q1337185) (← links)
- Two-stage change-point estimators in smooth regression models (Q1365167) (← links)
- Asymptotic estimation theory of multipoint linkage analysis under perfect marker information. (Q1434005) (← links)
- Limit theorems for kernel-type estimators for the time of change (Q1582358) (← links)
- Optimal tests for the general two-sample problem (Q1582627) (← links)
- Asymptotic behavior of posterior distribution of the change-point parameter (Q1611818) (← links)
- A heuristic, iterative algorithm for change-point detection in abrupt change models (Q1643024) (← links)
- Dating multiple change points in the correlation matrix (Q1694371) (← links)
- Minimax estimation of sharp change points (Q1807135) (← links)
- Estimation of a change in linear models (Q1914277) (← links)
- Nonparametric multiple change-point estimators (Q1916209) (← links)
- The rates of convergence of Bayes estimators in change-point analysis (Q1916213) (← links)
- Approximations for the time of change and the power function in change-point models (Q1918220) (← links)
- The change-point problem for dependent observations (Q1923424) (← links)
- Asymptotic properties of \(M\)-estimators based on estimating equations and censored data in semi-parametric models with multiple change points (Q1996305) (← links)
- Robust inference for threshold regression models (Q2000828) (← links)
- Optimal change-point estimation in time series (Q2054501) (← links)
- Change point analysis of covariance functions: a weighted cumulative sum approach (Q2078538) (← links)
- Asymptotic properties of semiparametric \(M\)-estimators with multiple change points (Q2111653) (← links)
- Estimating a gradual parameter change in an AR(1)-process (Q2167322) (← links)
- Quasi-likelihood estimation of structure-changed threshold double autoregressive models (Q2301052) (← links)
- Change-point problems: bibliography and review (Q2324132) (← links)
- A computationally efficient nonparametric approach for changepoint detection (Q2361475) (← links)
- Detecting breaks in the dependence of multivariate extreme-value distributions (Q2363660) (← links)
- Semiparametric tests for change-points with epidemic alternatives (Q2370458) (← links)
- The shark fin function: asymptotic behavior of the filtered derivative for point processes in case of change points (Q2412766) (← links)
- Change-point detection for continuous processes with high-frequency sampling (Q2427235) (← links)
- Minimum distance estimation in normed linear spaces with Donsker-classes (Q2437895) (← links)
- Optimal rate of convergence for nonparametric change-point estimators for nonstationary sequences (Q2456021) (← links)
- Rates of convergence for the change-point estimator for long-range dependent sequences (Q2483883) (← links)
- Nonparametric maximum likelihood approach to multiple change-point problems (Q2510824) (← links)
- Non-parametric change-point estimation using string matching algorithms (Q2513665) (← links)
- Nonparametric change-point estimation for dependent sequences (Q2575109) (← links)
- Convergence rates for estimating a change-point with long-range dependent sequences (Q2577026) (← links)
- ESTIMATION OF CHANGE-POINTS IN LINEAR AND NONLINEAR TIME SERIES MODELS (Q2801992) (← links)
