Effect of dependence on statistics for determination of change
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- A priori estimates in problems of ``change-points of a random sequence.
- Change in autoregressive processes
- Change-point problem and bootstrap
- Convergence of integrals of uniform empirical and quantile processes
- LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES
- ON THE PARTIAL SUMS OF RESIDUALS IN AUTOREGRESSIVE AND MOVING AVERAGE MODELS
- On Consistent Estimates of the Spectrum of a Stationary Time Series
- On the residuals of autoregressive processes and polynomial regression
- Residual partial sum limit process for regression models with applications to detecting parameter changes at unknown times
- Testing and estimating change-points in time series
- Tests for parameter changes at unknown times in linear regression models
- The Effect of Serial Correlation on the Performance of CUSUM Tests
- The effect of serial correlation on tests for parameter change at unknown time
- Weighted empirical and quantile processes
Cited in
(35)- Mean shift testing in correlated data
- Nonparametric estimation of structural change points in volatility models for time series
- Optimal change point detection in Gaussian processes
- A nonparametric test for the change of the density function in strong mixing processes.
- A comparison of single and multiple changepoint techniques for time series data
- Testing for changes in the covariance structure of linear processes
- Testing for changes in the mean or variance of a stochastic process under weak invariance
- BOOTSTRAP INFERENCE FOR MULTIPLE CHANGE-POINTS IN TIME SERIES
- Estimation of a change-point in the mean function of functional data
- Testing for changes in multivariate dependent observations with an application to temperature changes
- Testing appearance of linear trend
- Change-point detection based on weighted two-sample U-statistics
- Block permutation principles for the change analysis of dependent data
- Estimating change points in nonparametric time series regression models
- A more powerful test identifying the change in mean of functional data
- Kink estimation with correlated noise
- The shark fin function: asymptotic behavior of the filtered derivative for point processes in case of change points
- Asymptotic behaviour of a test statistic for detection of change in mean of vectors
- Change-point detection with rank statistics in long-memory time-series models
- Bootstrapping confidence intervals for the change-point of time series
- Nuisance-parameter-free changepoint detection in non-stationary series
- Parametric methodologies for detecting changes in maximum temperature of Tlaxco, Tlaxcala, México
- Testing the stability of the functional autoregressive process
- Changepoint analysis of Klementinum temperature series
- Change-point in the mean of dependent observations
- Testing for change in mean of independent multivariate observations with time varying covariance
- TFT-bootstrap: resampling time series in the frequency domain to obtain replicates in the time domain
- Abrupt change in mean using block bootstrap and avoiding variance estimation
- Binary segmentation and Bonferroni-type bounds
- Change point analysis of covariance functions: a weighted cumulative sum approach
- M-procedures for detection of changes for dependent observations
- Convergence of series of moments on general exponential inequality
- Long-run variance estimation for spatial data under change-point alternatives
- Gradual changes in long memory processes with applications
- Segmenting mean-nonstationary time series via trending regressions
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