Pages that link to "Item:Q1043722"
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The following pages link to Break detection in the covariance structure of multivariate time series models (Q1043722):
Displaying 50 items.
- Inference for the autocovariance of a functional time series under conditional heteroscedasticity (Q91428) (← links)
- Optimal nonparametric change point analysis (Q97722) (← links)
- Optimal covariance change point localization in high dimensions (Q97725) (← links)
- Detecting Abrupt Changes in High-Dimensional Self-Exciting Poisson Processes (Q97737) (← links)
- Robust online-surveillance of trend-coherence in multivariate data streams: the similar trend monitoring (STM) procedure (Q261021) (← links)
- Statistical inference in a random coefficient panel model (Q284298) (← links)
- On the application of new tests for structural changes on global minimum-variance portfolios (Q379943) (← links)
- Functional data analysis with increasing number of projections (Q392095) (← links)
- Testing for a change in covariance operator (Q394564) (← links)
- A test for parameter change in general causal time series using quasi-likelihood estimator (Q412603) (← links)
- Change-point analysis in increasing dimension (Q444964) (← links)
- Detecting changes in functional linear models (Q444989) (← links)
- Trimmed Granger causality between two groups of time series (Q470487) (← links)
- Monitoring test for stability of copula parameter in time series (Q488592) (← links)
- Change-point model selection via AIC (Q498057) (← links)
- Monitoring multivariate time series (Q511999) (← links)
- Extremes of projections of functional time series on data-driven basis systems (Q726120) (← links)
- Berry-Esseen theorems under weak dependence (Q726800) (← links)
- Unsupervised interaction-preserving discretization of multivariate data (Q736501) (← links)
- Group orthogonal greedy algorithm for change-point estimation of multivariate time series (Q830674) (← links)
- Uniform change point tests in high dimension (Q892243) (← links)
- On the asymptotic normality of kernel estimators of the long run covariance of functional time series (Q901286) (← links)
- Extremes of weighted Brownian bridges in increasing dimension (Q907364) (← links)
- Weakly dependent functional data (Q973886) (← links)
- Change-point detection in high-dimensional covariance structure (Q1616311) (← links)
- A fluctuation test for constant Spearman's rho with nuisance-free limit distribution (Q1623567) (← links)
- Asymptotic properties of QML estimation of multivariate periodic CCC-GARCH models (Q1631205) (← links)
- High dimensional efficiency with applications to change point tests (Q1642675) (← links)
- A residual-based multivariate constant correlation test (Q1669884) (← links)
- Dating multiple change points in the correlation matrix (Q1694371) (← links)
- Moving block bootstrapping for a CUSUM test for correlation change (Q1738004) (← links)
- Functional GARCH models: the quasi-likelihood approach and its applications (Q1740298) (← links)
- Asymptotics of Cholesky GARCH models and time-varying conditional betas (Q1753058) (← links)
- Asymptotics for empirical eigenvalue processes in high-dimensional linear factor models (Q1755119) (← links)
- Change-point detection in multinomial data with a large number of categories (Q1800792) (← links)
- A new fluctuation test for constant variances with applications to finance (Q1928381) (← links)
- Inference for modulated stationary processes (Q1940756) (← links)
- Consistency of minimum description length model selection for piecewise stationary time series models (Q1951119) (← links)
- Dependent functional data (Q1952694) (← links)
- Minimax rates in sparse, high-dimensional change point detection (Q2039806) (← links)
- A novel change-point approach for the detection of gas emission sources using remotely contained concentration data (Q2044250) (← links)
- High dimensional change point inference: recent developments and extensions (Q2062782) (← links)
- Online multivariate changepoint detection with type I error control and constant time/memory updates per series (Q2070620) (← links)
- An asymptotic test for constancy of the variance under short-range dependence (Q2073717) (← links)
- Change point analysis of covariance functions: a weighted cumulative sum approach (Q2078538) (← links)
- Anomaly detection: a functional analysis perspective (Q2078552) (← links)
- A computationally efficient and flexible algorithm for high dimensional mean and covariance matrix change point models (Q2111963) (← links)
- Inference for change points in high-dimensional data via selfnormalization (Q2131255) (← links)
- Recent progress in parameter change test for integer-valued time series models (Q2132020) (← links)
- A robust bootstrap change point test for high-dimensional location parameter (Q2136637) (← links)
