Pages that link to "Item:Q1950823"
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The following pages link to Multiple breaks detection in general causal time series using penalized quasi-likelihood (Q1950823):
Displaying 17 items.
- A Kernel Multiple Change-point Algorithm via Model Selection (Q80474) (← links)
- Two tests for sequential detection of a change-point in a nonlinear model (Q394776) (← links)
- Inference and testing for structural change in general Poisson autoregressive models (Q491391) (← links)
- Piecewise autoregression for general integer-valued time series (Q826981) (← links)
- On change-points tests based on two-samples \(U\)-statistics for weakly dependent observations (Q2122814) (← links)
- Inference and model selection in general causal time series with exogenous covariates (Q2136604) (← links)
- Contrast estimation of time-varying infinite memory processes (Q2169064) (← links)
- Consistent model selection criteria and goodness-of-fit test for common time series models (Q2180087) (← links)
- Data-driven semi-parametric detection of multiple changes in long-range dependent processes (Q2209823) (← links)
- Monitoring procedure for parameter change in causal time series (Q2637611) (← links)
- Strongly consistent model selection for general causal time series (Q2657997) (← links)
- Epidemic change-point detection in general causal time series (Q2667625) (← links)
- Inference for single and multiple change-points in time series (Q2864620) (← links)
- Testing for parameter constancy in general causal time-series models (Q2931597) (← links)
- Autocovariance Estimation in Regression with a Discontinuous Signal and <i>m</i>‐Dependent Errors: A Difference‐Based Approach (Q5738832) (← links)
- A Cramér-von Mises test for a class of mean time dependent CHARN models with application to change-point detection (Q6155083) (← links)
- On consistency for time series model selection (Q6166021) (← links)
