Pages that link to "Item:Q5495695"

The following pages link to Mean shift testing in correlated data (Q5495695):

Displaying 25 items.

• On empirical likelihood inference of a change-point (Q383925) (← links)
• Empirical likelihood for break detection in time series (Q391854) (← links)
• Inference for post-change parameters after sequential CUSUM test under AR(1) model (Q900754) (← links)
• High dimensional efficiency with applications to change point tests (Q1642675) (← links)
• Parameter change tests for ARMA-GARCH models (Q1662169) (← links)
• Detecting structural breaks in realized volatility (Q1727922) (← links)
• Tail-greedy bottom-up data decompositions and fast multiple change-point detection (Q1990585) (← links)
• Robust test for structural instability in dynamic factor models (Q2042290) (← links)
• Autocovariance estimation in the presence of changepoints (Q2111950) (← links)
• A comparison of single and multiple changepoint techniques for time series data (Q2129576) (← links)
• Empirical likelihood for change point detection in autoregressive models (Q2131973) (← links)
• Detecting and modeling changes in a time series of proportions (Q2135370) (← links)
• A robust bootstrap change point test for high-dimensional location parameter (Q2136637) (← links)
• Reaction times of monitoring schemes for ARMA time series (Q2348744) (← links)
• On distinguishing multiple changes in mean and long-range dependence using local Whittle estimation (Q2509807) (← links)
• Structural breaks in time series (Q2852477) (← links)
• Testing for parameter constancy in general causal time-series models (Q2931597) (← links)
• ON-LINE MONITORING OF POLLUTION CONCENTRATIONS WITH AUTOREGRESSIVE MOVING AVERAGE TIME SERIES (Q2936572) (← links)
• Detection of multiple undocumented change-points using adaptive Lasso (Q3179235) (← links)
• Structural break detection in financial durations (Q4627118) (← links)
• Sequential change point detection in ARMA-GARCH models (Q5107788) (← links)
• A Cheap Trick to Improve the Power of a Conservative Hypothesis Test (Q5868189) (← links)
• On optimal segmentation and parameter tuning for multiple change-point detection and inference (Q5879909) (← links)
• A New Approach to ANOVA Methods for Autocorrelated Data (Q5884412) (← links)
• BACKWARD CUSUM FOR TESTING AND MONITORING STRUCTURAL CHANGE WITH AN APPLICATION TO COVID-19 PANDEMIC DATA (Q6115048) (← links)