Pages that link to "Item:Q1695533"

The following pages link to Abrupt change in mean using block bootstrap and avoiding variance estimation (Q1695533):

Displaying 3 items.

• Nuisance-parameter-free changepoint detection in non-stationary series (Q2195742) (← links)
• Changepoint in dependent and non-stationary panels (Q2208373) (← links)
• Using interpolated implied volatility for analysing exogenous market changes (Q6538807) (← links)