Pages that link to "Item:Q1590229"

The following pages link to The multiple change-points problem for the spectral distribution (Q1590229):

Displaying 22 items.

• Local linear estimation for regression models with locally stationary long memory errors (Q530373) (← links)
• Detecting abrupt changes of the long-range dependence or the self-similarity of a Gaussian process (Q935366) (← links)
• Activity pattern detection in electroneurographic and electromyogram signals through a heteroscedastic change-point method (Q975968) (← links)
• On parameter estimation for locally stationary long-memory processes (Q1007468) (← links)
• Detecting Markov random fields hidden in white noise (Q1750097) (← links)
• Simultaneous statistical inference in dynamic factor models: chi-square approximation and model-based bootstrap (Q1799812) (← links)
• Long memory or structural changes: an empirical examination on inflation rates (Q1927900) (← links)
• Multiple breaks detection in general causal time series using penalized quasi-likelihood (Q1950823) (← links)
• Asymptotic properties of \(M\)-estimators based on estimating equations and censored data in semi-parametric models with multiple change points (Q1996305) (← links)
• Asymptotic properties of semiparametric \(M\)-estimators with multiple change points (Q2111653) (← links)
• Data-driven semi-parametric detection of multiple changes in long-range dependent processes (Q2209823) (← links)
• Inference for multiple change points in heavy-tailed time series via rank likelihood ratio scan statistics (Q2419902) (← links)
• A computational method for the detection of activation/deactivation patterns in biological signals with three levels of electric intensity (Q2452787) (← links)
• Structural breaks in time series (Q2852477) (← links)
• DETECTION OF NONCONSTANT LONG MEMORY PARAMETER (Q4979323) (← links)
• Time varying long memory parameter estimation for locally stationary long memory processes (Q5078131) (← links)
• Semiparametric method for identifying multiple change-points in financial market (Q5086296) (← links)
• A new process for modeling heartbeat signals during exhaustive run with an adaptive estimator of its fractal parameters (Q5127041) (← links)
• Semiparametric method for detecting multiple change points model in financial time series (Q5160204) (← links)
• Computational approximation of the likelihood ratio for testing the existence of change-points in a heteroscedastic series (Q5218881) (← links)
• Likelihood inference for discriminating between long‐memory and change‐point models (Q5397940) (← links)
• Time series clustering using the total variation distance with applications in oceanography (Q6179644) (← links)