Pages that link to "Item:Q5402591"
From MaRDI portal
The following pages link to Ratio test to detect change in the variance of linear process (Q5402591):
Displaying 5 items.
- Abrupt change in mean using block bootstrap and avoiding variance estimation (Q1695533) (← links)
- Detection of multiple change points for linear processes under negatively super-additive dependence (Q2067984) (← links)
- Nuisance-parameter-free changepoint detection in non-stationary series (Q2195742) (← links)
- Ratio detections for change point in heavy tailed observations (Q5082994) (← links)
- A strong convergence rate of estimator of variance change in linear processes and its applications (Q5280364) (← links)
