Pages that link to "Item:Q1305227"

The following pages link to Change-point in the mean of dependent observations (Q1305227):

Displaying 36 items.

• Change detection in the Cox-Ingersoll-Ross model (Q308414) (← links)
• Change-point detection for long-range dependent sequences in a general setting (Q425833) (← links)
• Subsampling tests for variance changes in the presence of autoregressive parameter shifts (Q604339) (← links)
• Modified tests for variance changes in autoregressive regression (Q632729) (← links)
• TFT-bootstrap: resampling time series in the frequency domain to obtain replicates in the time domain (Q638798) (← links)
• A note on the convergence rate of the kernel density estimator of the mode (Q840810) (← links)
• On the estimation of a changepoint in a tail index (Q852282) (← links)
• Smoothed maximum score change-point estimation in binary response model (Q861419) (← links)
• On the detection of changes in autoregressive time series. I: Asymptotics. (Q872083) (← links)
• Consistency of change point estimators for symmetrical stable distribution with parameters shift (Q943435) (← links)
• Strong convergence rate of estimators of change point and its application (Q961223) (← links)
• Detection of change-points near the end points of long-range dependent sequences (Q1012397) (← links)
• Testing for changes in multivariate dependent observations with an application to temperature changes (Q1283849) (← links)
• Optimal change point detection in Gaussian processes (Q1681057) (← links)
• Cumulative sum estimator for change-point in panel data (Q1685211) (← links)
• Testing for parameter constancy in GARCH\((p,q)\) models (Q1767739) (← links)
• Evaluating stationarity via change-point alternatives with applications to fMRI data (Q1940029) (← links)
• The CUSUM statistic of change point under NA sequences (Q2076705) (← links)
• Change-point estimation for censored regression model (Q2372573) (← links)
• Optimal rate of convergence for nonparametric change-point estimators for nonstationary sequences (Q2456021) (← links)
• Rates of convergence for the change-point estimator for long-range dependent sequences (Q2483883) (← links)
• Nonparametric change-point estimation for dependent sequences (Q2575109) (← links)
• Convergence rates for estimating a change-point with long-range dependent sequences (Q2577026) (← links)
• Estimation methods for the LRD parameter under a change in the mean (Q2633430) (← links)
• Flexible Fourier form for volatility breaks (Q2691729) (← links)
• Inference for single and multiple change-points in time series (Q2864620) (← links)
• Detection and estimation of structural change in heavy-tailed sequence (Q2980141) (← links)
• Robust Wilcoxon‐Type Estimation of Change‐Point Location Under Short‐Range Dependence (Q4604008) (← links)
• Change Detection in INAR(<i>p</i>) Processes Against Various Alternative Hypotheses (Q4929196) (← links)
• The asymptotic distribution of CUSUM estimator based on <i>α</i>-mixing sequences (Q5042194) (← links)
• Convergence of series of moments on general exponential inequality (Q5064926) (← links)
• The CUSUM statistics of change-point models based on dependent sequences (Q5093036) (← links)
• Truncating Estimation for the Mean Change-Point in Heavy-Tailed Dependent Observations (Q5201471) (← links)
• Delay time in monitoring jump changes in linear models (Q5299460) (← links)
• Hajek-Renyi-type inequality for \((\alpha, \beta)\)-mixing sequences and its application to change-point model (Q6038923) (← links)
• Data-driven estimation of change-points with mean shift (Q6101010) (← links)