The following pages link to (Q3166519):
Displaying 15 items.
- A multiple filter test for the detection of rate changes in renewal processes with varying variance (Q146393) (← links)
- The multiple filter test for change point detection in time series (Q146399) (← links)
- Wild binary segmentation for multiple change-point detection (Q482881) (← links)
- Testing for changes using permutations of U-statistics (Q707047) (← links)
- Tests for continuity of regression functions (Q866619) (← links)
- Optimal sequential kernel detection for dependent processes (Q1779801) (← links)
- Tail-greedy bottom-up data decompositions and fast multiple change-point detection (Q1990585) (← links)
- Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection (Q2131951) (← links)
- Consistency of binary segmentation for multiple change-point estimation with functional data (Q2244547) (← links)
- Change-point analysis using logarithmic quantile estimation (Q2322607) (← links)
- Convergence in distribution of multiple change point estimators (Q2431565) (← links)
- Weighted Dickey-Fuller processes for detecting stationarity (Q2455422) (← links)
- Multiscale change point detection via gradual bandwidth adjustment in moving sum processes (Q2683184) (← links)
- Combining Cumulative Sum Change‐Point Detection Tests for Assessing the Stationarity of Univariate Time Series (Q3120663) (← links)
- Moving Sum Data Segmentation for Stochastic Processes Based on Invariance (Q6086169) (← links)
