Pages that link to "Item:Q2801992"
From MaRDI portal
The following pages link to ESTIMATION OF CHANGE-POINTS IN LINEAR AND NONLINEAR TIME SERIES MODELS (Q2801992):
Displaying 6 items.
- Optimal change-point estimation in time series (Q2054501) (← links)
- Quasi-likelihood estimation of structure-changed threshold double autoregressive models (Q2301052) (← links)
- Location and scale-based CUSUM test with application to autoregressive models (Q5033423) (← links)
- BOOTSTRAP INFERENCE FOR MULTIPLE CHANGE-POINTS IN TIME SERIES (Q5104480) (← links)
- Change point estimation in regression model with response missing at random (Q5104513) (← links)
- The asymptotic behaviour of the residual sum of squares in models with multiple break points (Q5864643) (← links)
