Pages that link to "Item:Q2482613"
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The following pages link to Detecting abrupt changes in a piecewise locally stationary time series (Q2482613):
Displaying 6 items.
- Subsampling tests for variance changes in the presence of autoregressive parameter shifts (Q604339) (← links)
- Optimal change point detection in Gaussian processes (Q1681057) (← links)
- Directed wavelet covariance (Q1799873) (← links)
- Nonparametric change point detection in multivariate piecewise stationary time series (Q4559459) (← links)
- BOOTSTRAP INFERENCE FOR MULTIPLE CHANGE-POINTS IN TIME SERIES (Q5104480) (← links)
- Theory of evolutionary spectra for heteroskedasticity and autocorrelation robust inference in possibly misspecified and nonstationary models (Q6108257) (← links)
