Pages that link to "Item:Q5256402"
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The following pages link to Changepoints in the North Atlantic Tropical Cyclone Record (Q5256402):
Displaying 23 items.
- Empirical likelihood for break detection in time series (Q391854) (← links)
- Multivariate integer-valued time series with flexible autocovariances and their application to major hurricane counts (Q1647625) (← links)
- Inference for a change-point problem under a generalised Ornstein-Uhlenbeck setting (Q1656864) (← links)
- Detection and analysis of spikes in a random sequence (Q1739350) (← links)
- Estimation and testing in generalized mean-reverting processes with change-point (Q1744228) (← links)
- A tail adaptive approach for change point detection (Q1755109) (← links)
- Inference for modulated stationary processes (Q1940756) (← links)
- Inference in a multivariate generalized mean-reverting process with a change-point (Q1984652) (← links)
- Detecting and modeling changes in a time series of proportions (Q2135370) (← links)
- Empirical process of concomitants for partly categorial data and applications in statistics (Q2136997) (← links)
- Improved estimation in tensor regression with multiple change-points (Q2169836) (← links)
- Robust comparison of regression curves (Q2348720) (← links)
- Modeling for seasonal marked point processes: an analysis of evolving hurricane occurrences (Q2349577) (← links)
- Structural breaks in time series (Q2852477) (← links)
- Test of parameter changes in a class of observation-driven models for count time series (Q5077400) (← links)
- Approximation to the moments of ratios of cumulative sums (Q5166418) (← links)
- Mean shift testing in correlated data (Q5495695) (← links)
- Detection of Changes of a Multinomial Process Where the Probability Structure Before and After the Change Is Unknown (Q5495768) (← links)
- Sequential block bootstrap in a Hilbert space with application to change point analysis (Q5507360) (← links)
- On detecting non‐monotonic trends in environmental time series: a fusion of local regression and bootstrap (Q6069070) (← links)
- Detecting linear trend changes in data sequences (Q6579392) (← links)
- Changepoint detection in autocorrelated ordinal categorical time series (Q6626506) (← links)
- Gaussian approximation for nonstationary time series with optimal rate and explicit construction (Q6656621) (← links)