Segmenting mean-nonstationary time series via trending regressions (Q527952)
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English | Segmenting mean-nonstationary time series via trending regressions |
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Segmenting mean-nonstationary time series via trending regressions (English)
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12 May 2017
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change-point analysis
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circular bootstrap
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extreme value asymptotics
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Gaussian processes
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Gumbel distribution
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linear models
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polynomial regression
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resampling
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trending regression
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