Pages that link to "Item:Q2864620"

The following pages link to Inference for single and multiple change-points in time series (Q2864620):

Displaying 9 items.

• The multiple filter test for change point detection in time series (Q146399) (← 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)
• A linear regression model with persistent level shifts: an alternative to infill asymptotics (Q464480) (← links)
• Autocovariance Estimation in Regression with a Discontinuous Signal and <i>m</i>‐Dependent Errors: A Difference‐Based Approach (Q5738832) (← links)
• Post‐selection inference for changepoint detection algorithms with application to copy number variation data (Q6052227) (← links)
• A Bayesian detection of structural changes in autoregressive time series models (Q6066367) (← links)
• Threshold estimation for continuous three‐phase polynomial regression models with constant mean in the middle regime (Q6068051) (← links)
• Detecting relevant changes in the spatiotemporal mean function (Q6176936) (← links)