Pages that link to "Item:Q1923424"
From MaRDI portal
The following pages link to The change-point problem for dependent observations (Q1923424):
Displaying 29 items.
- Detection of multiple changes in a sequence of dependent variables (Q120317) (← links)
- Testing for Change-Points in Long-Range Dependent Time Series by Means of a Self-Normalized Wilcoxon Test (Q135901) (← links)
- Modified tests for variance changes in autoregressive regression (Q632729) (← links)
- Detecting abrupt changes of the long-range dependence or the self-similarity of a Gaussian process (Q935366) (← links)
- The integrated periodogram for long-memory processes with finite or infinite variance (Q1382496) (← links)
- Serial rank statistics for detection of changes. (Q1424484) (← links)
- Testing for parameter changes in ARCH models (Q1568067) (← links)
- Whittle estimator for finite-variance non-Gaussian time series with long memory (Q1807173) (← links)
- Bootstrapping the empirical distribution of a stationary process with change-point (Q2326067) (← links)
- Optimal rate of convergence for nonparametric change-point estimators for nonstationary sequences (Q2456021) (← links)
- Detection of multiple change-points in multivariate time series (Q2471636) (← links)
- Rates of convergence for the change-point estimator for long-range dependent sequences (Q2483883) (← links)
- Convergence rates for estimating a change-point with long-range dependent sequences (Q2577026) (← links)
- Estimation methods for the LRD parameter under a change in the mean (Q2633430) (← links)
- CHANGE-POINT DETECTION WITH RANK STATISTICS IN LONG-MEMORY TIME-SERIES MODELS (Q2810355) (← links)
- Inference for single and multiple change-points in time series (Q2864620) (← links)
- Testing for a Change of the Innovation Distribution in Nonparametric Autoregression: The Sequential Empirical Process Approach (Q2868867) (← links)
- Monitoring distributional changes of squared residuals in GARCH models (Q2980065) (← links)
- Change‐Point Tests for the Error Distribution in Non‐parametric Regression (Q3552970) (← links)
- Robust Wilcoxon‐Type Estimation of Change‐Point Location Under Short‐Range Dependence (Q4604008) (← links)
- On detecting change in likelihood ratio ordering (Q4804991) (← links)
- Non‐Parametric Change‐Point Tests for Long‐Range Dependent Data (Q4911971) (← links)
- Testing for the expected number of exceedances in strongly dependent seasonal time series (Q5023852) (← links)
- TESTING FOR A CHANGE OF THE INNOVATION DISTRIBUTION IN AN ARCH MODEL (Q5036026) (← links)
- Incorporating a change-point estimator when bootstrapping the empirical distribution of a stationary process (Q5081024) (← links)
- Empirical processes for recurrent and transient random walks in random scenery (Q5110213) (← links)
- Testing for Change in Long‐Memory Stochastic Volatility Time Series (Q5237528) (← links)
- Sequential block bootstrap in a Hilbert space with application to change point analysis (Q5507360) (← links)
- Nonparametric multiple change point estimation in highly dependent time series (Q5964070) (← links)
