Semiparametric method for identifying multiple change-points in financial market
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Cites work
- A goodness-of-fit test for logistic regression models based on case-control data
- A semiparametric changepoint model
- A semiparametric maximum likelihood ratio test for the change point in copula models
- Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points
- Detecting multiple change-points in the mean of Gaussian process by model selection
- Estimation and comparison of multiple change-point models
- Fitting multiple change-point models to data
- scientific article; zbMATH DE number 5604036 (Why is no real title available?)
- scientific article; zbMATH DE number 1048663 (Why is no real title available?)
- Information borrowing methods for covariate-adjusted ROC curve
- Likelihood ratio tests for multiple structural changes
- Rank tests for changepoint problems
- Semiparametric tests for change-points with epidemic alternatives
- Testing and Locating Variance Changepoints with Application to Stock Prices
- The asymptotic behavior of some nonparametric change-point estimators
- The M-estimation in a multi-phase random nonlinear model
- The multiple change-points problem for the spectral distribution
- Using penalized contrasts for the change-point problem
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