Pages that link to "Item:Q5929945"
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The following pages link to Exponential and polynomial tailbounds for change-point estimators (Q5929945):
Displaying 15 items.
- Change-point detection for long-range dependent sequences in a general setting (Q425833) (← links)
- Asymptotic properties of maximum likelihood estimators in models with multiple change points (Q637080) (← links)
- Consistency of change point estimators for symmetrical stable distribution with parameters shift (Q943435) (← links)
- Strong convergence rate of estimators of change point and its application (Q961223) (← links)
- Multiple change-point estimation with U-statistics (Q963893) (← links)
- Detection of change-points near the end points of long-range dependent sequences (Q1012397) (← links)
- Convergence in distribution of multiple change point estimators (Q2431565) (← links)
- Optimal rate of convergence for nonparametric change-point estimators for nonstationary sequences (Q2456021) (← links)
- Rates of convergence for the change-point estimator for long-range dependent sequences (Q2483883) (← links)
- Convergence rates for estimating a change-point with long-range dependent sequences (Q2577026) (← links)
- Inference for single and multiple change-points in time series (Q2864620) (← links)
- A continuous mapping theorem for the argmax‐functional in the non‐unique case (Q4469595) (← links)
- Change Point Estimation in Regression Models with Fixed Design (Q4562200) (← links)
- Weighted Least Squares Estimators for a Change-Point (Q5307770) (← links)
- Estimation and testing of crossing-points in fixed design regression (Q6647320) (← links)
