Gradual variance change point detection with a smoothly changing mean trend
From MaRDI portal
(Redirected from Publication:6541720)
Cites work
- A new fluctuation test for constant variances with applications to finance
- Detecting gradual changes in locally stationary processes
- Ewma control chart under linear drift
- Fréchet change-point detection
- scientific article; zbMATH DE number 45848 (Why is no real title available?)
- scientific article; zbMATH DE number 1450225 (Why is no real title available?)
- Inference about the change-point in a sequence of random variables
- Maximum penalized likelihood estimation. Volume II: Regression
- Minimax estimation of sharp change points
- Optimal change-point estimation from indirect observations
- Optimal detection of changepoints with a linear computational cost
- Rank tests for changepoint problems
- Smoothing spline ANOVA models
- Statistical inference for time-inhomogeneous volatility models.
- Testing and Locating Variance Changepoints with Application to Stock Prices
- The least squares estimation of gradual change point in variances of panel data
- Threshold estimation based on a p-value framework in dose-response and regression settings
- Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance
- Variance change point detection under a smoothly-changing mean trend with application to liver procurement
Cited in
(3)- Change point analysis of functional variance function with stationary error
- Monitoring a sequence of Bernoulli random variables subject to gradual changes in the success rates where the success rates are unknown
- Utilization of change point detection based on information criterion for monitoring flatness data
This page was built for publication: Gradual variance change point detection with a smoothly changing mean trend
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6541720)
