The following pages link to (Q4348180):
Displaying 50 items.
- Two-stage data segmentation permitting multiscale change points, heavy tails and dependence (Q92617) (← links)
- Detecting changes in cross-sectional dependence in multivariate time series (Q123369) (← links)
- Change-in-mean problem for long memory time series models with applications (Q135938) (← links)
- A multiple filter test for the detection of rate changes in renewal processes with varying variance (Q146393) (← links)
- Some results on change-point detection in cross-sectional dependence of multivariate data with changes in marginal distributions (Q151787) (← links)
- FDR-control in multiscale change-point segmentation (Q153065) (← links)
- A sequential multiple change-point detection procedure via VIF regression (Q155754) (← links)
- Nonparametric phase-II monitoring for detecting monotone trend based on inverse sampling (Q257404) (← links)
- Nonparametric estimation of structural change points in volatility models for time series (Q262749) (← links)
- On the tail index inference for heavy-tailed GARCH-type innovations (Q263253) (← links)
- Structural breaks with deterministic and stochastic trends (Q265106) (← links)
- A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing (Q265279) (← links)
- \(\tau\)-estimators of regression models with structural change of unknown location (Q269228) (← links)
- Epidemic change tests for the mean of innovations of an AR(1) process (Q273782) (← links)
- Parameter change test for autoregressive conditional duration models (Q287530) (← links)
- Single change-point detection methods for small lifetime samples (Q300519) (← links)
- Assessing the relative power of structural break tests using a framework based on the approximate Bahadur slope (Q302096) (← links)
- Delay times of sequential procedures for multiple time series regression models (Q302113) (← links)
- On consistency of minimum description length model selection for piecewise autoregressions (Q308393) (← links)
- Change detection in the Cox-Ingersoll-Ross model (Q308414) (← links)
- Testing the constancy of Spearman's rho in multivariate time series (Q314566) (← links)
- A nonlinear model for long-memory conditional heteroscedasticity (Q327174) (← links)
- Asymptotics for \(p\)-value based threshold estimation in regression settings (Q372134) (← links)
- On empirical likelihood inference of a change-point (Q383925) (← links)
- On general bootstrap of empirical estimator of a semi-Markov kernel with applications (Q391516) (← links)
- Consistent testing for a constant copula under strong mixing based on the tapered block multiplier technique (Q391536) (← links)
- Change-point detection in multinomial data using phi-divergence test statistics (Q391620) (← links)
- Empirical likelihood for break detection in time series (Q391854) (← links)
- Functional data analysis with increasing number of projections (Q392095) (← links)
- Retrospective change detection for binary time series models (Q393542) (← links)
- Structural changes in autoregressive models for binary time series (Q394778) (← links)
- Monitoring persistent change in a heavy-tailed sequence with polynomial trends (Q395915) (← links)
- Feature selection when there are many influential features (Q396025) (← links)
- Strong approximations and sequential change-point analysis for diffusion processes (Q419152) (← links)
- Change-point detection for long-range dependent sequences in a general setting (Q425833) (← links)
- Change-point analysis in increasing dimension (Q444964) (← links)
- Change in the mean in the domain of attraction of the normal law via Darling-Erdős theorems (Q462154) (← links)
- Limit theorems for nondegenerate \(U\)-statistics of continuous semimartingales (Q473167) (← links)
- Estimator of a change point in single index models (Q477154) (← links)
- Robust parameter change test for Poisson autoregressive models (Q491688) (← links)
- Change-point model selection via AIC (Q498057) (← links)
- Variance change-point detection in panel data models (Q498780) (← links)
- Inference on the change point estimator of variance in measurement error models (Q507029) (← links)
- Change-point detection and bootstrap for Hilbert space valued random fields (Q512034) (← links)
- Some applications of the strong approximation of the integrated empirical copula processes (Q523726) (← links)
- On high-dimensional change point problem (Q525890) (← links)
- On nonparametric change point estimator based on empirical characteristic functions (Q525905) (← links)
- Segmenting mean-nonstationary time series via trending regressions (Q527952) (← links)
- Common breaks in means and variances for panel data (Q530972) (← links)
- Some partially sequential nonparametric tests for detecting linear trend (Q538113) (← links)
