Pages that link to "Item:Q1361628"
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The following pages link to Effect of dependence on statistics for determination of change (Q1361628):
Displayed 14 items.
- TFT-bootstrap: resampling time series in the frequency domain to obtain replicates in the time domain (Q638798) (← links)
- Testing for change in mean of independent multivariate observations with time varying covariance (Q764447) (← links)
- Testing for changes in the covariance structure of linear processes (Q1011543) (← links)
- Estimation of a change-point in the mean function of functional data (Q1036788) (← links)
- Testing the stability of the functional autoregressive process (Q1049540) (← links)
- Testing for changes in multivariate dependent observations with an application to temperature changes (Q1283849) (← links)
- Testing appearance of linear trend (Q1299489) (← links)
- Change-point in the mean of dependent observations (Q1305227) (← links)
- A nonparametric test for the change of the density function in strong mixing processes. (Q1423041) (← links)
- Block permutation principles for the change analysis of dependent data (Q2455733) (← links)
- (Q3085446) (← links)
- Bootstrapping confidence intervals for the change-point of time series (Q3552859) (← links)
- Gradual changes in long memory processes with applications (Q5758160) (← links)
- Testing for changes in the mean or variance of a stochastic process under weak invariance (Q5928941) (← links)