Pages that link to "Item:Q1951119"
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The following pages link to Consistency of minimum description length model selection for piecewise stationary time series models (Q1951119):
Displaying 10 items.
- Two-stage data segmentation permitting multiscale change points, heavy tails and dependence (Q92617) (← links)
- On consistency of minimum description length model selection for piecewise autoregressions (Q308393) (← links)
- Detecting abrupt changes in the spectra of high-energy astrophysical sources (Q312981) (← links)
- Piecewise autoregression for general integer-valued time series (Q826981) (← links)
- Generalized threshold latent variable model (Q2002582) (← links)
- Multiple changepoint detection with partial information on changepoint times (Q2316608) (← links)
- Segmented Model Selection in Quantile Regression Using the Minimum Description Length Principle (Q4975574) (← links)
- BOOTSTRAP INFERENCE FOR MULTIPLE CHANGE-POINTS IN TIME SERIES (Q5104480) (← links)
- Detecting long-range dependence for time-varying linear models (Q6565331) (← links)
- Change-point analysis for binomial autoregressive model with application to price stability counts (Q6582030) (← links)
