Pages that link to "Item:Q1283849"

The following pages link to Testing for changes in multivariate dependent observations with an application to temperature changes (Q1283849):

Displaying 34 items.

• Testing for a change in covariance operator (Q394564) (← links)
• Detecting and estimating changes in dependent functional data (Q432320) (← links)
• Monitoring multivariate time series (Q511999) (← links)
• Asymptotics of trimmed CUSUM statistics (Q654411) (← links)
• Testing for change in mean of independent multivariate observations with time varying covariance (Q764447) (← links)
• Maximum likelihood ratio test for the stability of sequence of Gaussian random processes (Q901605) (← links)
• Detecting non-simultaneous changes in means of vectors (Q905099) (← links)
• Estimation of a change-point in the mean function of functional data (Q1036788) (← links)
• Asymptotic behaviour of a test statistic for detection of change in mean of vectors (Q1044053) (← links)
• Testing the stability of the functional autoregressive process (Q1049540) (← links)
• High dimensional efficiency with applications to change point tests (Q1642675) (← links)
• A more powerful test identifying the change in mean of functional data (Q1753977) (← links)
• A tail adaptive approach for change point detection (Q1755109) (← links)
• Relevant change points in high dimensional time series (Q1786570) (← links)
• Monitoring changes in linear models (Q1888862) (← links)
• A novel change-point approach for the detection of gas emission sources using remotely contained concentration data (Q2044250) (← links)
• Are deviations in a gradually varying mean relevant? A testing approach based on sup-norm estimators (Q2073724) (← links)
• A robust bootstrap change point test for high-dimensional location parameter (Q2136637) (← links)
• Optimal difference-based variance estimators in time series: a general framework (Q2148979) (← links)
• Parametric methodologies for detecting changes in maximum temperature of Tlaxco, Tlaxcala, México (Q2175385) (← links)
• On change-point estimation under Sobolev sparsity (Q2180074) (← links)
• A distribution free test for changes in the trend function of locally stationary processes (Q2233554) (← links)
• A Darling-Erdős-type CUSUM-procedure for functional data (Q2256595) (← links)
• Detecting gradual changes in locally stationary processes (Q2343960) (← links)
• On the use of estimating functions in monitoring time series for change points (Q2344391) (← links)
• Maximum log-likelihood ratio test for a change in three parameter Weibull distribution (Q2370462) (← links)
• Mean vector testing for high-dimensional dependent observations (Q2374404) (← links)
• Consistent nonparametric tests for detecting gradual changes in the marginals and the copula of multivariate time series (Q2423187) (← links)
• Extensions of some classical methods in change point analysis (Q2513925) (← links)
• Structural breaks in time series (Q2852477) (← links)
• High Dimensional Change Point Estimation via Sparse Projection (Q4603814) (← links)
• The Development of an Information Criterion for Change-Point Analysis (Q5380406) (← links)
• Mean stationarity test in time series: a signal variance-based approach (Q6120834) (← links)
• A weighted U-statistic based change point test for multivariate time series (Q6157040) (← links)