The following pages link to (Q4494545):
Displaying 50 items.
- \(\phi\)-divergence based procedure for parametric change-point problems (Q267862) (← links)
- On general bootstrap of empirical estimator of a semi-Markov kernel with applications (Q391516) (← links)
- Change-point detection in multinomial data using phi-divergence test statistics (Q391620) (← links)
- Feature selection when there are many influential features (Q396025) (← links)
- Schwarz information criterion based tests for a change-point in regression models (Q451464) (← links)
- Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points (Q461823) (← links)
- An ANOVA-type test for multiple change points (Q465641) (← links)
- Some applications of the strong approximation of the integrated empirical copula processes (Q523726) (← links)
- On spline regression under Gaussian subordination with long memory (Q618157) (← links)
- Consistent multiple testing for change points (Q634546) (← links)
- Asymptotic properties of maximum likelihood estimators in models with multiple change points (Q637080) (← links)
- Asymptotics of trimmed CUSUM statistics (Q654411) (← links)
- A novel and fast methodology for simultaneous multiple structural break estimation and variable selection for nonstationary time series models (Q746267) (← links)
- Empirical likelihood ratio test for the change-point problem (Q876978) (← links)
- Recent results in ridge regression methods (Q904901) (← links)
- Detecting non-simultaneous changes in means of vectors (Q905099) (← links)
- Simultaneous change point analysis and variable selection in a regression problem (Q953869) (← links)
- Non-iterative sampling-based Bayesian methods for identifying changepoints in the sequence of cases of haemolytic uraemic syndrome (Q961786) (← links)
- Multiple change-point detection of multivariate mean vectors with the Bayesian approach (Q962271) (← links)
- Multiple change-point estimation with U-statistics (Q963893) (← links)
- Exact asymptotic distribution of change-point MLE for change in the mean of Gaussian se\-quences (Q993276) (← links)
- Detecting change-points in multidimensional stochastic processes (Q1010538) (← links)
- A new multiple testing method in the dependent case (Q1018649) (← links)
- Serial rank statistics for detection of changes. (Q1424484) (← links)
- Parameter change tests for ARMA-GARCH models (Q1662169) (← links)
- Exact post-selection inference for the generalized Lasso path (Q1746554) (← links)
- A semiparametric maximum likelihood ratio test for the change point in copula models (Q1756184) (← links)
- Multiple change-point detection: a selective overview (Q1790375) (← links)
- Change-point detection in multinomial data with a large number of categories (Q1800792) (← links)
- Asymptotically distribution free test for parameter change in a diffusion process model (Q1926009) (← links)
- On the strong approximation of bootstrapped empirical copula processes with applications (Q1933353) (← links)
- Test for autocorrelation change in discretely observed Ornstein-Uhlenbeck processes driven by Lévy processes (Q1945501) (← links)
- A wavelet-based approach for detecting changes in second order structure within nonstationary time series (Q1951153) (← links)
- Asymptotic properties of \(M\)-estimators based on estimating equations and censored data in semi-parametric models with multiple change points (Q1996305) (← links)
- Asymptotic properties of semiparametric \(M\)-estimators with multiple change points (Q2111653) (← links)
- Empirical likelihood for change point detection in autoregressive models (Q2131973) (← links)
- Recent progress in parameter change test for integer-valued time series models (Q2132020) (← links)
- Testing mean changes by maximal ratio statistics (Q2135581) (← links)
- Variance change point detection for fractional Brownian motion based on the likelihood ratio test (Q2150008) (← links)
- A Bayesian inference to estimate change point for traffic intensity in \(M/M/1\) queueing model (Q2150508) (← links)
- Change point detection and estimation methods under gamma series of observations (Q2151686) (← links)
- On piecewise polynomial regression under general dependence conditions, with an application to calcium-imaging data (Q2253824) (← links)
- A point process driven multiple change point model: a robust resistant approach (Q2270548) (← links)
- Strong approximations for the \(p\)-fold integrated empirical process with applications to statistical tests (Q2273023) (← links)
- Change-point problems: bibliography and review (Q2324132) (← links)
- Confidence estimation via the parametric bootstrap in logistic joinpoint regression (Q2390475) (← links)
- Convergence in distribution of multiple change point estimators (Q2431565) (← links)
- Detection of multiple change-points in multivariate time series (Q2471636) (← links)
- Test for parameter change based on the estimator minimizing density-based divergence meas\-ures (Q2501357) (← links)
- Test for parameter change in diffusion processes by CUSUM statistics based on one-step estimators (Q2502150) (← links)
