scientific article; zbMATH DE number 1048663
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(only showing first 100 items - show all)- Testing for changes in polynomial regression
- Extreme value theory for stochastic integrals of Legendre polynomials
- An efficient algorithm for estimating a change-point
- Accurate tests and intervals based on linear cusum statistics
- Detecting change in a hazard regression model with right-censoring
- Asymptotic study of the change-point mle in multivariate Gaussian families under contiguous alternatives
- Detecting change-points in multidimensional stochastic processes
- Testing for changes in the covariance structure of linear processes
- Detection of change-points near the end points of long-range dependent sequences
- Subsampling tests for the mean change point with heavy-tailed innovations
- Multiscale local change point detection with applications to value-at-risk
- Partial sums of lagged cross-products of AR residuals and a test for white noise
- Detecting change-points in Markov chains
- Estimation of a change-point in the mean function of functional data
- Break detection in the covariance structure of multivariate time series models
- Asymptotic behaviour of a test statistic for detection of change in mean of vectors
- The monitoring test for the stability of regression models with nonstationary regressors
- Testing the stability of the functional autoregressive process
- Detecting changes in cross-sectional dependence in multivariate time series
- Limit theorems for quadratic forms with applications to Whittle's estimate
- Gradual changes versus abrupt changes.
- Change-point in the mean of dependent observations
- Change-in-mean problem for long memory time series models with applications
- On the power of the Kolmogorov test to detect the trend of a Brownian bridge with applications to a change-point problem in regression models.
- A nonparametric test for the change of the density function in strong mixing processes.
- Asymptotic distribution of a statistic testing a change in simple linear regression with equidistant design.
- Serial rank statistics for detection of changes.
- Tail behaviour of Gaussian processes with applications to the Brownian pillow.
- A multiple filter test for the detection of rate changes in renewal processes with varying variance
- Some results on change-point detection in cross-sectional dependence of multivariate data with changes in marginal distributions
- FDR-control in multiscale change-point segmentation
- A sequential multiple change-point detection procedure via VIF regression
- Approximations for weighted bootstrap processes with an application
- Sequential change-point detection with likelihood ratios
- Limit theorems for kernel-type estimators for the time of change
- Limit theorems for a class of tests of gradual changes
- Rates of convergence for U-statistic processes and their bootstrapped versions
- Detection and estimation of abrupt changes in the variability of a process
- A note on estimating the change-point of a gradually changing stochastic process
- Exploring the longevity risk using statistical tools derived from the Shiryaev-Roberts procedure
- High dimensional efficiency with applications to change point tests
- Super-exponential growth expectations and the global financial crisis
- Sufficient dimension reduction using Hilbert-Schmidt independence criterion
- Parameter change tests for ARMA-GARCH models
- Estimating non-simultaneous changes in the mean of vectors
- Detecting distributional changes in samples of independent block maxima using probability weighted moments
- Cumulative sum estimator for change-point in panel data
- Dating multiple change points in the correlation matrix
- Abrupt change in mean using block bootstrap and avoiding variance estimation
- Some remarks on applications of tests for detecting a change point to psychometric problems
- On the supremum of a Brownian bridge standardized by its maximizing point with applications to statistics
- Asymptotic normality and parameter change test for bivariate Poisson INGARCH models
- Diagnostic check for heavy tail in linear time series
- Asymptotic distribution-free change-point detection for multivariate and non-Euclidean data
- Entropy-based inhomogeneity detection in fiber materials
- Detecting changes in linear regression models with skew normal errors
- Testing for common breaks in a multiple equations system
- Change point detection in network models: preferential attachment and long range dependence
- A tail adaptive approach for change point detection
- A semiparametric maximum likelihood ratio test for the change point in copula models
- Testing for parameter constancy in GARCH(p,q) models
- Delay time in sequential detection of change
- Detection of structural changes in generalized linear models
- Multiple change-point detection: a selective overview
- Change-point detection in multinomial data with a large number of categories
- Empirical process of the squared residuals of an ARCH sequence
- The likelihood ratio method for testing changes in the parameters of double exponential observations
- Strong approximation for RCA(1) time series with applications
- On the cusum of squares test for variance change in nonstationary and nonparametric time series models
- Hölder norm test statistics for epidemic change
- Change point analysis for censored data
- Monitoring changes in linear models
- Darling-Erdős limit results for change-point detection in panel data
- Inference for modulated stationary processes
- Test for autocorrelation change in discretely observed Ornstein-Uhlenbeck processes driven by Lévy processes
- Monitoring changes in the error distribution of autoregressive models based on Fourier methods
- A wavelet-based approach for detecting changes in second order structure within nonstationary time series
- Exponential bounds for minimum contrast estimators
- Testing the structural stability of temporally dependent functional observations and application to climate projections
- Dependent functional data
- The limit distribution of the maximum increment of a random walk with dependent regularly varying jump sizes
- Randomised pseudolikelihood ratio change point estimator in GARCH models
- Estimation of a level shift in panel data with fractionally integrated errors
- Multiple change-points detection by empirical Bayesian information criteria and Gibbs sampling induced stochastic search
- Measuring and testing for interval quantile dependence
- Asymptotic properties of \(M\)-estimators based on estimating equations and censored data in semi-parametric models with multiple change points
- Fréchet change-point detection
- Testing constancy in varying coefficient models
- Minimax rates in sparse, high-dimensional change point detection
- On the law of the iterated logarithm and strong invariance principles in stochastic geometry
- Stein's method of exchangeable pairs in multivariate functional approximations
- Nonparametric sequential change-point detection for multivariate time series based on empirical distribution functions
- Open-end nonparametric sequential change-point detection based on the retrospective CUSUM statistic
- Sequential change point test in the presence of outliers: the density power divergence based approach
- Sequential change-point detection in a multinomial logistic regression model
- High dimensional change point inference: recent developments and extensions
- Adaptive quantile computation for Brownian bridge in change-point analysis
- The CUSUM statistic of change point under NA sequences
- Modeling and inference for multivariate time series of counts based on the INGARCH scheme
- Limit results for L^p functionals of weighted CUSUM processes
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