Pages that link to "Item:Q864915"
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The following pages link to Change-of-variance problem for linear processes with long memory (Q864915):
Displaying 13 items.
- Change-in-mean problem for long memory time series models with applications (Q135938) (← links)
- Ratio test for variance change point in linear process with long memory (Q451414) (← links)
- Detection of multiple change points for linear processes under negatively super-additive dependence (Q2067984) (← links)
- Monitoring mean and variance change-points in long-memory time series (Q2165444) (← links)
- A general pattern of asymptotic behavior of the \(R/S\) statistics for linear processes (Q2254745) (← links)
- Change-Point Detection for Variance Piecewise Constant Models (Q4906425) (← links)
- Modified tests for change points in variance in the possible presence of mean breaks (Q4960712) (← links)
- Detection of a change-point in variance by a weighted sum of powers of variances test (Q5036596) (← links)
- Bootstrap procedures for variance breaks test in time series with a changing trend (Q5154101) (← links)
- A strong convergence rate of estimator of variance change in linear processes and its applications (Q5280364) (← links)
- Ratio test to detect change in the variance of linear process (Q5402591) (← links)
- Change-Point Estimation in Long Memory Nonparametric Models with Applications (Q5451114) (← links)
- Change point in variance of fractionally integrated noise (Q6579428) (← links)
