The following pages link to Structural breaks in time series (Q2852477):
Displaying 50 items.
- Consistent selection of the number of change-points via sample-splitting (Q99318) (← links)
- On optimal multiple changepoint algorithms for large data (Q106347) (← links)
- The multiple filter test for change point detection in time series (Q146399) (← links)
- Exact Spike Train Inference Via $\ell_0$ Optimization (Q152825) (← links)
- Testing for jumps in the presence of smooth changes in trends of nonstationary time series (Q262694) (← links)
- Empirical likelihood for break detection in time series (Q391854) (← links)
- Two tests for sequential detection of a change-point in a nonlinear model (Q394776) (← links)
- Structural changes in autoregressive models for binary time series (Q394778) (← links)
- Trimmed stable AR(1) processes (Q404137) (← links)
- Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points (Q461823) (← links)
- A linear regression model with persistent level shifts: an alternative to infill asymptotics (Q464480) (← links)
- Nonparametric tests for constant tail dependence with an application to energy and finance (Q494381) (← links)
- An introduction to functional data analysis and a principal component approach for testing the equality of mean curves (Q496981) (← links)
- A modified Wilcoxon test for change points in long-range dependent time series (Q777757) (← links)
- Asymptotics of an empirical bridge of regression on induced order statistics (Q779157) (← links)
- Threshold models in time series analysis -- some reflections (Q888344) (← links)
- Time series regression with persistent level shifts (Q889016) (← links)
- Uniform change point tests in high dimension (Q892243) (← links)
- Panel data segmentation under finite time horizon (Q897629) (← links)
- Improving the finite sample performance of tests for a shift in mean (Q897636) (← links)
- Inference for post-change parameters after sequential CUSUM test under AR(1) model (Q900754) (← links)
- Nonparametric inference of gradual changes in the jump behaviour of time-continuous processes (Q1615907) (← links)
- Change-point detection in high-dimensional covariance structure (Q1616311) (← links)
- High dimensional efficiency with applications to change point tests (Q1642675) (← links)
- Gradient-based structural change detection for nonstationary time series M-estimation (Q1650076) (← links)
- Parameter change tests for ARMA-GARCH models (Q1662169) (← links)
- Optimal change point detection in Gaussian processes (Q1681057) (← links)
- Stationary bootstrapping for common mean change detection in cross-sectionally dependent panels (Q1683643) (← links)
- Dating multiple change points in the correlation matrix (Q1694371) (← links)
- Detecting structural breaks in realized volatility (Q1727922) (← links)
- A tail adaptive approach for change point detection (Q1755109) (← links)
- A semiparametric maximum likelihood ratio test for the change point in copula models (Q1756184) (← links)
- Relevant change points in high dimensional time series (Q1786570) (← links)
- Darling-Erdős limit results for change-point detection in panel data (Q1937207) (← links)
- Multiple change-points detection by empirical Bayesian information criteria and Gibbs sampling induced stochastic search (Q1984867) (← links)
- Asymptotic properties of \(M\)-estimators based on estimating equations and censored data in semi-parametric models with multiple change points (Q1996305) (← links)
- Robust test for dispersion parameter change in discretely observed diffusion processes (Q2008123) (← links)
- Open-end nonparametric sequential change-point detection based on the retrospective CUSUM statistic (Q2044378) (← links)
- Sequential change point test in the presence of outliers: the density power divergence based approach (Q2044423) (← links)
- Adaptive quantile computation for Brownian bridge in change-point analysis (Q2072415) (← links)
- Are deviations in a gradually varying mean relevant? A testing approach based on sup-norm estimators (Q2073724) (← links)
- Anomaly detection: a functional analysis perspective (Q2078552) (← links)
- Limit results for \(L^p\) functionals of weighted CUSUM processes (Q2087065) (← links)
- Robust inference for change points in high dimension (Q2101465) (← links)
- Time series analysis of COVID-19 infection curve: a change-point perspective (Q2106384) (← links)
- Asymptotic properties of semiparametric \(M\)-estimators with multiple change points (Q2111653) (← links)
- A comparison of single and multiple changepoint techniques for time series data (Q2129576) (← links)
- Inference for change points in high-dimensional data via selfnormalization (Q2131255) (← links)
- Empirical likelihood for change point detection in autoregressive models (Q2131973) (← links)
- Recent progress in parameter change test for integer-valued time series models (Q2132020) (← links)
