Pages that link to "Item:Q146393"

The following pages link to A multiple filter test for the detection of rate changes in renewal processes with varying variance (Q146393):

Displaying 15 items.

• MFT (Q37991) (← links)
• Two-stage data segmentation permitting multiscale change points, heavy tails and dependence (Q92617) (← links)
• A multiple filter test for the detection of rate changes in renewal processes with varying variance (Q146393) (← links)
• Multi-scale detection of rate changes in spike trains with weak dependencies (Q146398) (← links)
• The multiple filter test for change point detection in time series (Q146399) (← links)
• Detection and evaluation of bursts in terms of novelty and surprise (Q2045505) (← links)
• The shark fin function: asymptotic behavior of the filtered derivative for point processes in case of change points (Q2412766) (← links)
• Multiscale change point detection via gradual bandwidth adjustment in moving sum processes (Q2683184) (← links)
• Nonparametric change point detection in multivariate piecewise stationary time series (Q4559459) (← links)
• A multi-scale approach for testing and detecting peaks in time series (Q4999853) (← links)
• Moving Sum Data Segmentation for Stochastic Processes Based on Invariance (Q6086169) (← links)
• Robust multiscale estimation of time-average variance for time series segmentation (Q6166922) (← links)
• High-dimensional data segmentation in regression settings permitting temporal dependence and non-Gaussianity (Q6597259) (← links)
• High-Dimensional Time Series Segmentation via Factor-Adjusted Vector Autoregressive Modeling (Q6631703) (← links)
• Moving Sum Procedure for Change Point Detection under Piecewise Linearity (Q6637461) (← links)