Pages that link to "Item:Q2571219"
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The following pages link to Permutation principles for the change analysis of stochastic processes under strong invariance (Q2571219):
Displayed 14 items.
- A toolbox of permutation tests for structural change (Q379927) (← links)
- Asymptotic behaviour of a test statistic for detection of change in mean of vectors (Q1044053) (← links)
- Minimax optimality of permutation tests (Q2119226) (← links)
- Estimating a gradual parameter change in an AR(1)-process (Q2167322) (← links)
- Testing for multiple change points (Q2259214) (← links)
- Change-point analysis using logarithmic quantile estimation (Q2322607) (← links)
- Sequential detection of gradual changes in the location of a general stochastic process (Q2344871) (← links)
- Block permutation principles for the change analysis of dependent data (Q2455733) (← links)
- Extensions of some classical methods in change point analysis (Q2513925) (← links)
- Permutation principles for the change analysis of stochastic processes under strong invariance (Q2571219) (← links)
- Asymmetric cusp estimation in regression models (Q3462156) (← links)
- Comments on: ``Extensions of some classical methods in change point analysis'' (Q5971363) (← links)
- Moving Sum Data Segmentation for Stochastic Processes Based on Invariance (Q6086169) (← links)
- Permutation‐based tests for discontinuities in event studies (Q6088790) (← links)