Pages that link to "Item:Q4905901"
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The following pages link to M-Procedures for Detection of Changes for Dependent Observations (Q4905901):
Displaying 9 items.
- Abrupt change in mean using block bootstrap and avoiding variance estimation (Q1695533) (← links)
- Randomised pseudolikelihood ratio change point estimator in GARCH models (Q1983368) (← links)
- A comparison of single and multiple changepoint techniques for time series data (Q2129576) (← links)
- A robust test for mean change in dependent observations (Q2261987) (← links)
- On \(L^2\) space approach to change point problems (Q2448798) (← links)
- \(M\)-procedures for detection of a change under weak dependence (Q2448799) (← links)
- Ratio detection for mean change in <i>α</i> mixing observations (Q5078369) (← links)
- Changepoint Detection in the Presence of Outliers (Q5229902) (← links)
- Comments on: ``Extensions of some classical methods in change point analysis'' (Q5971363) (← links)
