Pages that link to "Item:Q2513925"
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The following pages link to Extensions of some classical methods in change point analysis (Q2513925):
Displayed 27 items.
- An introduction to functional data analysis and a principal component approach for testing the equality of mean curves (Q496981) (← links)
- Some applications of the strong approximation of the integrated empirical copula processes (Q523726) (← links)
- Panel data segmentation under finite time horizon (Q897629) (← links)
- Detecting non-simultaneous changes in means of vectors (Q905099) (← links)
- High dimensional efficiency with applications to change point tests (Q1642675) (← links)
- Optimal change point detection in Gaussian processes (Q1681057) (← links)
- Exact post-selection inference for the generalized Lasso path (Q1746554) (← links)
- Robust test for dispersion parameter change in discretely observed diffusion processes (Q2008123) (← links)
- Parametric methodologies for detecting changes in maximum temperature of Tlaxco, Tlaxcala, México (Q2175385) (← links)
- On change-point estimation under Sobolev sparsity (Q2180074) (← links)
- Change-point methods for multivariate time-series: paired vectorial observations (Q2208372) (← links)
- BayesProject: fast computation of a projection direction for multivariate changepoint detection (Q2209729) (← links)
- Strong approximations for the \(p\)-fold integrated empirical process with applications to statistical tests (Q2273023) (← links)
- Sequential monitoring for changes from stationarity to mild non-stationarity (Q2295810) (← links)
- Monitoring Changes in RCA Models (Q2833367) (← links)
- ASYMPTOTIC PROPERTIES OF THE CUSUM ESTIMATOR FOR THE TIME OF CHANGE IN LINEAR PANEL DATA MODELS (Q2986523) (← links)
- Intervention analysis for low-count time series with applications in public health (Q3386456) (← links)
- High Dimensional Change Point Estimation via Sparse Projection (Q4603814) (← links)
- Change Point Detection with Multivariate Observations Based on Characteristic Functions (Q4609022) (← links)
- Sequential change-point detection in high-dimensional Gaussian graphical models (Q4969142) (← links)
- Some asymptotic results for the integrated empirical process with applications to statistical tests (Q4976216) (← links)
- Sequential change point detection in ARMA-GARCH models (Q5107788) (← links)
- (Q5214184) (← links)
- Change Detection in INARCH Time Series of Counts (Q5280076) (← links)
- Detecting at‐Most‐m Changes in Linear Regression Models (Q5283411) (← links)
- Bayesian sieve methods: approximation rates and adaptive posterior contraction rates (Q5375954) (← links)
- Comments on: ``Extensions of some classical methods in change point analysis'' (Q5971365) (← links)