The following pages link to (Q3948492):
Displaying 50 items.
- Detection of multiple changes in a sequence of dependent variables (Q120317) (← links)
- High-dimensional changepoint detection via a geometrically inspired mapping (Q139173) (← links)
- Change-point detection in panel data via double CUSUM statistic (Q150198) (← links)
- \(\phi\)-divergence based procedure for parametric change-point problems (Q267862) (← links)
- On the application of new tests for structural changes on global minimum-variance portfolios (Q379943) (← links)
- Change-point detection in multinomial data using phi-divergence test statistics (Q391620) (← links)
- Wild binary segmentation for multiple change-point detection (Q482881) (← links)
- Nonparametric tests for constant tail dependence with an application to energy and finance (Q494381) (← links)
- Change-point model selection via AIC (Q498057) (← links)
- Subsampling methods for genomic inference (Q542926) (← links)
- Consistent multiple testing for change points (Q634546) (← links)
- Detecting change points in polynomial regression models with an application to cable data sets (Q705033) (← links)
- Confidence distributions for skew normal change-point model based on modified information criterion (Q777847) (← links)
- Testing for bubbles and change-points (Q953776) (← links)
- Weakly dependent functional data (Q973886) (← links)
- Detecting change-points in multidimensional stochastic processes (Q1010538) (← links)
- A new multiple testing method in the dependent case (Q1018649) (← links)
- The use of cumulative sums for detection of changepoints in the rate parameter of a Poisson process (Q1020716) (← links)
- Computation of estimates in segmented regression and a liquidity effect model (Q1020755) (← links)
- Consistency of an estimator of the number of changes in binomial observations (Q1129437) (← links)
- On detection of change points using mean vectors (Q1314933) (← links)
- Fourier methods for analyzing piecewise constant volatilities (Q1622108) (← links)
- Multiple break detection in the correlation structure of random variables (Q1623527) (← links)
- Detecting changes in linear regression models with skew normal errors (Q1743321) (← links)
- A tail adaptive approach for change point detection (Q1755109) (← links)
- Multiple change-point detection: a selective overview (Q1790375) (← links)
- Estimating the locations of multiple change points in the mean (Q1855640) (← links)
- Estimation and model selection based inference in single and multiple threshold models. (Q1858974) (← links)
- Measuring the subprime crisis contagion: evidence of change point analysis of copula functions (Q1926916) (← links)
- A comparison of estimators for regression models with change points (Q1927289) (← links)
- A wavelet-based approach for detecting changes in second order structure within nonstationary time series (Q1951153) (← links)
- Multiple change-points detection by empirical Bayesian information criteria and Gibbs sampling induced stochastic search (Q1984867) (← links)
- Tail-greedy bottom-up data decompositions and fast multiple change-point detection (Q1990585) (← links)
- Bayesian multiple change-points detection in a normal model with heterogeneous variances (Q2032230) (← links)
- High dimensional change point inference: recent developments and extensions (Q2062782) (← links)
- Detecting multiple generalized change-points by isolating single ones (Q2075028) (← links)
- Consistency of a range of penalised cost approaches for detecting multiple changepoints (Q2084454) (← links)
- Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection (Q2131951) (← links)
- Seeded intervals and noise level estimation in change point detection: a discussion of Fryzlewicz (2020) (Q2131954) (← links)
- Empirical likelihood for change point detection in autoregressive models (Q2131973) (← links)
- Change point analysis on the Corinth Gulf (Greece) seismicity (Q2137632) (← links)
- Segmentation and estimation of change-point models: false positive control and confidence regions (Q2196238) (← links)
- Consistency of binary segmentation for multiple change-point estimation with functional data (Q2244547) (← links)
- A shape-based cutting and clustering algorithm for multiple change-point detection (Q2293636) (← links)
- Change-point problems: bibliography and review (Q2324132) (← links)
- On detecting changes in the jumps of arbitrary size of a time-continuous stochastic process (Q2326069) (← links)
- Robust mean change-point detecting through Laplace linear regression using EM algorithm (Q2336787) (← links)
- On discriminating between long-range dependence and changes in mean (Q2500449) (← links)
- A Statistical Change-Point Analysis Approach for Modeling the Ratio of Next Generation Sequencing Reads (Q2833043) (← links)
- Inference for single and multiple change-points in time series (Q2864620) (← links)