Pages that link to "Item:Q1914273"
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The following pages link to Nonparametric tests for nonstandard change-point problems (Q1914273):
Displayed 8 items.
- Off-line testing for a changed segment in the sample variance (Q852272) (← links)
- Semi-parametric dynamic time series modelling with applications to detecting neural dynamics (Q965143) (← links)
- Nonparametric monitoring of financial time series by jump-preserving control charts (Q1849312) (← links)
- On a weighted embedding for generalized pontograms. (Q1877512) (← links)
- Nonparametric tests and nested sequential sampling plans for change-point detection (Q2400053) (← links)
- Weighted Dickey-Fuller processes for detecting stationarity (Q2455422) (← links)
- Inference for single and multiple change-points in time series (Q2864620) (← links)
- ON EXACT INFERENCE FOR CHANGE IN A POISSON SEQUENCE (Q4540598) (← links)