Pages that link to "Item:Q4091192"
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The following pages link to The minimum of an additive process with applications to signal estimation and storage theory (Q4091192):
Displayed 39 items.
- Dynamic panels with threshold effect and endogeneity (Q337767) (← links)
- Change-point model selection via AIC (Q498057) (← links)
- On compound Poisson processes arising in change-point type statistical models as limiting likelihood ratios (Q644961) (← links)
- On weak convergence of the likelihood ratio process in multi-phase regression models (Q730712) (← links)
- Model selection criteria in multivariate models with multiple structural changes (Q738024) (← links)
- Detection of a change point based on local-likelihood (Q972895) (← links)
- Fractals with point impact in functional linear regression (Q988015) (← links)
- Large deviations for the maxima of some random fields (Q1088280) (← links)
- The minimum of a unit-release reservoir with Markovian inputs (Q1097596) (← links)
- Maximum likelihood estimation of a change-point in the distribution of independent random variables: general multiparameter case (Q1112497) (← links)
- The location of the maximum and asymmetric two-sided Brownian motion with triangular drift (Q1126151) (← links)
- Rank based estimators of the change-point (Q1299386) (← links)
- On the rate of almost sure convergence of Dümbgen's change-point estimators (Q1324585) (← links)
- Change-point estimators in case of small disorders (Q1330217) (← links)
- On the power of nonparametric changepoint-tests (Q1337185) (← links)
- Two-stage change-point estimators in smooth regression models (Q1365167) (← links)
- Optimal tests for the general two-sample problem (Q1582627) (← links)
- A comparison of unconditional and conditional solutions to the maximum likelihood estimation of a change-point. (Q1583196) (← links)
- Estimating non-simultaneous changes in the mean of vectors (Q1669886) (← links)
- Information criterion for Gaussian change-point model (Q1779681) (← links)
- Nonparametric regression with multiple thresholds: estimation and inference (Q1792458) (← links)
- Discontinuous versus smooth regression (Q1807167) (← links)
- A set-indexed process in a two-region image (Q1915847) (← links)
- Approximations for the time of change and the power function in change-point models (Q1918220) (← links)
- On two estimates related to the change-point problem (Q2261911) (← links)
- Estimation of a change point in the variance function based on the <font>χ<sup>2</sup></font>-distribution (Q2817126) (← links)
- Quantile Regression on Quantile Ranges - A Threshold Approach (Q2954307) (← links)
- ASYMPTOTIC PROPERTIES OF THE CUSUM ESTIMATOR FOR THE TIME OF CHANGE IN LINEAR PANEL DATA MODELS (Q2986523) (← links)
- Asymptotic theory of some tests for a possible change in the regression slope occurring at an unknown time point (Q3206163) (← links)
- Estimators for the Time of Change in Linear Models (Q4344164) (← links)
- Likelihood-ratio-based confidence sets for the timing of structural breaks (Q4586184) (← links)
- BOOTSTRAP INFERENCE FOR MULTIPLE CHANGE-POINTS IN TIME SERIES (Q5104480) (← links)
- INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL (Q5696350) (← links)
- The changepoint problem in a multinomial sequence (Q5750165) (← links)
- Exponential and polynomial tailbounds for change-point estimators (Q5929945) (← links)
- Asymptotics for change-point models under varying degrees of mis-specification (Q5963519) (← links)
- Threshold regression with nonparametric sample splitting (Q6108278) (← links)
- GLS estimation and confidence sets for the date of a single break in models with trends (Q6134154) (← links)
- A Cramér-von Mises test for a class of mean time dependent CHARN models with application to change-point detection (Q6155083) (← links)