Pages that link to "Item:Q2343960"
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The following pages link to Detecting gradual changes in locally stationary processes (Q2343960):
Displaying 23 items.
- Predictive, finite-sample model choice for time series under stationarity and non-stationarity (Q143634) (← links)
- Testing for jumps in the presence of smooth changes in trends of nonstationary time series (Q262694) (← links)
- Nonparametric inference of gradual changes in the jump behaviour of time-continuous processes (Q1615907) (← links)
- Consistent change-point detection with kernels (Q1711585) (← links)
- Are deviations in a gradually varying mean relevant? A testing approach based on sup-norm estimators (Q2073724) (← links)
- A new approach for detecting gradual changes in non-stationary time series with seasonal effects (Q2131997) (← links)
- Estimating a gradual parameter change in an AR(1)-process (Q2167322) (← links)
- On detecting changes in the jumps of arbitrary size of a time-continuous stochastic process (Q2326069) (← links)
- Minimum distance estimation of locally stationary moving average processes (Q2337317) (← links)
- Detecting gradual changes in locally stationary processes (Q2343960) (← links)
- Sequential detection of gradual changes in the location of a general stochastic process (Q2344871) (← links)
- Consistent nonparametric tests for detecting gradual changes in the marginals and the copula of multivariate time series (Q2423187) (← links)
- Monitoring a Poisson process subject to gradual changes in the arrival rates where the arrival rates are unknown (Q5012707) (← links)
- Monitoring a Bernoulli process subject to gradual changes in the success rates of a sequence of Bernoulli random variables (Q5043683) (← links)
- Monitoring a Poisson process subject to gradual changes in the arrival rates (Q5197972) (← links)
- Asymptotics for change-point models under varying degrees of mis-specification (Q5963519) (← links)
- Continuous-time locally stationary time series models (Q6068849) (← links)
- Gradual change-point analysis based on Spearman matrices for multivariate time series (Q6496582) (← links)
- Gradual variance change point detection with a smoothly changing mean trend (Q6541720) (← links)
- New penalty in information criteria for the ARCH sequence with structural changes (Q6548868) (← links)
- Detecting long-range dependence for time-varying linear models (Q6565331) (← links)
- Monitoring a sequence of Bernoulli random variables subject to gradual changes in the success rates where the success rates are unknown (Q6571084) (← links)
- Sequential specification tests to choose a model: A change-point approach (Q6571750) (← links)
