Pages that link to "Item:Q5623100"

The following pages link to Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time (Q5623100):

Displaying 50 items.

• Dirichlet process hidden Markov multiple change-point model (Q273591) (← links)
• Single change-point detection methods for small lifetime samples (Q300519) (← links)
• On consistency of minimum description length model selection for piecewise autoregressions (Q308393) (← links)
• Probability law and flow function of Brownian motion driven by a generalized telegraph process (Q496968) (← links)
• On high-dimensional change point problem (Q525890) (← links)
• Asymptotic distribution of the jump change-point estimator (Q692763) (← links)
• Bayesian isotonic changepoint analysis (Q730758) (← links)
• The asymptotic power function of GLR tests for local change of parameter (Q758034) (← links)
• Confidence distributions for skew normal change-point model based on modified information criterion (Q777847) (← links)
• Application of modified information criterion to multiple change point problems (Q853951) (← links)
• Empirical likelihood ratio test for the change-point problem (Q876978) (← links)
• On a nonparametric change point detection model in Markovian regimes (Q899057) (← links)
• Monitoring a Poisson process in several categories subject to changes in the arrival rates (Q952847) (← links)
• Multiple change-point detection of multivariate mean vectors with the Bayesian approach (Q962271) (← links)
• The distribution and quantiles of functionals of weighted empirical distributions when observations have different distributions (Q979199) (← links)
• A statistical uncertainty principle for estimating the time of a discrete shift in the mean of a continuous time random process (Q993808) (← links)
• Accurate tests and intervals based on linear cusum statistics (Q1007362) (← links)
• Detecting change-points in multidimensional stochastic processes (Q1010538) (← links)
• Inference about a change point in experimental neurophysiology (Q1075967) (← links)
• Nonparametric tests for the changepoint problem (Q1094781) (← links)
• Maximum likelihood estimation of a change-point in the distribution of independent random variables: general multiparameter case (Q1112497) (← links)
• Bayes procedures for detecting a shift in the probability of success in a series of Bernoulli trials (Q1163795) (← links)
• Tests for parameter changes at unknown times in linear regression models (Q1174646) (← links)
• Bayesian detection of structural changes (Q1207615) (← links)
• The limit distributions of likelihood ratio and cumulative sum tests for a change in a binomial probability (Q1263897) (← links)
• Estimation and comparison of multiple change-point models (Q1305640) (← links)
• On detection of change points using mean vectors (Q1314933) (← links)
• Distributions of Bayes-type change-point statistics under polynomial regression (Q1329693) (← links)
• A property of partial sums of regression least squares residuals and its applications (Q1329696) (← links)
• Change-point estimators in case of small disorders (Q1330217) (← links)
• Bayesian criteria for discriminating among regression models with one possible change point (Q1361686) (← links)
• Asymptotic behavior of confidence regions in the change-point problem (Q1361757) (← links)
• Multigraph time-delay estiamtion using change-point technique (Q1373384) (← links)
• The asymptotic distributions of maximum likelihood ratio test and maximally selected \(\chi^2\)-test in binomial observations (Q1378760) (← links)
• An analysis of the influence of some prior specifications in the identification of change points via product partition model. (Q1603678) (← links)
• Asymptotic behavior of posterior distribution of the change-point parameter (Q1611818) (← links)
• Optimal change point detection in Gaussian processes (Q1681057) (← links)
• Detecting changes in linear regression models with skew normal errors (Q1743321) (← links)
• Spatio-temporal change-point modeling (Q1763441) (← links)
• Bayesian loss-based approach to change point analysis (Q1799816) (← links)
• A functional central limit theorem for regression models (Q1807139) (← links)
• Bayesian analysis for detecting a change in exponential family (Q1855071) (← links)
• Estimating the locations of multiple change points in the mean (Q1855640) (← links)
• Consistent estimation in generalized broken-line regression (Q1888305) (← links)
• Optimal changepoint tests for normal linear regression (Q1906286) (← links)
• Estimation of static travel times in a dynamic route guidance system (Q1906953) (← links)
• Nonparametric multiple change-point estimators (Q1916209) (← links)
• Detection of random change point in one-parameter exponential families (Q1918307) (← links)
• Approximate \(\ell_0\)-penalized estimation of piecewise-constant signals on graphs (Q1990576) (← links)
• Fréchet change-point detection (Q1996771) (← links)