Pages that link to "Item:Q2471636"
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The following pages link to Detection of multiple change-points in multivariate time series (Q2471636):
Displayed 5 items.
- Segmentation of the mean of heteroscedastic data via cross-validation (Q637994) (← links)
- Detecting abrupt changes of the long-range dependence or the self-similarity of a Gaussian process (Q935366) (← links)
- Activity pattern detection in electroneurographic and electromyogram signals through a heteroscedastic change-point method (Q975968) (← links)
- The increment ratio statistic (Q2476149) (← links)
- Off-Line Detection of Multiple Change Points by the Filtered Derivative with<i>p</i>-Value Method (Q3006704) (← links)