scientific article; zbMATH DE number 425941
From MaRDI portal
Publication:3136820
zbMATH Open0779.62031MaRDI QIDQ3136820FDOQ3136820
Authors: Boris Brodsky, B. S. Darkhovskij 
Publication date: 5 October 1993
Title of this publication is not available (Why is that?)
Recommendations
strong consistencyconsistencybibliographymixing conditionpartial sum processesdistributional convergencea posteriori change-point problemschanges in the meandisorder detection of random fieldsnonparametric change-point detection methodssequential change-point detection problems
Nonparametric estimation (62G05) Random fields; image analysis (62M40) Sequential estimation (62L12) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Research exposition (monographs, survey articles) pertaining to statistics (62-02)
Cited In (61)
- Kendall's tau-based inference for gradually changing dependence structures
- Temporal dynamics of inter-limb coordination in ice climbing revealed through change-point analysis of the geodesic mean of circular data
- Title not available (Why is that?)
- Bayesian quickest change detection for unnormalized and score-based models
- Semiparametric method for detecting multiple change points model in financial time series
- Neurons as ideal change-point detectors
- Gradual change-point analysis based on Spearman matrices for multivariate time series
- Asymptotic distribution-free change-point detection based on interpoint distances for high-dimensional data
- On-line detection of a part of a sequence with unspecified distribution
- Title not available (Why is that?)
- Nonparametric changepoint procedures for repeated measures data
- Non-iterative sampling-based Bayesian methods for identifying changepoints in the sequence of cases of haemolytic uraemic syndrome
- Autocovariance estimation in regression with a discontinuous signal and \(m\)-dependent errors: a difference-based approach
- Bootstrap procedures for variance breaks test in time series with a changing trend
- A semiparametric maximum likelihood ratio test for the change point in copula models
- Asymptotic properties of \(M\)-estimators based on estimating equations and censored data in semi-parametric models with multiple change points
- A computationally efficient approach on detecting star-shaped change boundaries in random fields with heavy-tailed distributions
- Non‐parametric detection and estimation of structural change
- Asymptotically optimal pointwise and minimax quickest change-point detection for dependent data
- Joint segmentation of wind speed and direction using a hierarchical model
- On a weighted embedding for generalized pontograms.
- Input-output properties of the Page-Hinkley detector
- Testing for bubbles and change-points
- Exact post-selection inference for the generalized Lasso path
- A hybrid test for the isotonic change-point problem
- Change-point detection in time-series data by relative density-ratio estimation
- Dimensionality reduction for density ratio estimation in high-dimensional spaces
- p-Variation of CUSUM process and testing change in the mean
- Title not available (Why is that?)
- Structural breaks in time series
- Testing mean changes by maximal ratio statistics
- The shark fin function: asymptotic behavior of the filtered derivative for point processes in case of change points
- A point process driven multiple change point model: a robust resistant approach
- Change-point analysis in nonstationary stochastic models
- Type I errors linked to faulty statistical analyses of endangered subspecies classifications
- Strong approximations for the \(p\)-fold integrated empirical process with applications to statistical tests
- Time-threshold maps: using information from wavelet reconstructions with all threshold values simultaneously
- A Nonparametric Method in the Change-Point Problem for Multivariate Observations
- Parametric methodologies for detecting changes in maximum temperature of Tlaxco, Tlaxcala, México
- Rationalization of detection of the multiple disorders
- Super-exponential growth expectations and the global financial crisis
- A glimpse of the impact of pál erdős on probability and statistics
- Asymptotic properties of semiparametric \(M\)-estimators with multiple change points
- Non-parametric change-point estimation using string matching algorithms
- Nonparametric monitoring of financial time series by jump-preserving control charts
- A shape-based cutting and clustering algorithm for multiple change-point detection
- Structural changes and unit roots in non-stationary time series
- Detection of intrusions in information systems by sequential change-point methods
- Exact tests for offline changepoint detection in multichannel binary and count data with application to networks
- Detecting anomalies in fibre systems using 3-dimensional image data
- Detection of multiple change-points in multivariate data
- Statistical Surveillance. Optimality and Methods
- Consistent testing for a constant copula under strong mixing based on the tapered block multiplier technique
- Mining events with declassified diplomatic documents
- Multiscale local change point detection with applications to value-at-risk
- On general bootstrap of empirical estimator of a semi-Markov kernel with applications
- Simultaneous multiple change-point and factor analysis for high-dimensional time series
- Applications of asymptotic inference in segmented line regression
- Nonparametric multiple change point estimation in highly dependent time series
- Differentiation of sets -- the general case
- Some applications of the strong approximation of the integrated empirical copula processes
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3136820)
