Pages that link to "Item:Q92616"
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The following pages link to A MOSUM procedure for the estimation of multiple random change points (Q92616):
Displaying 9 items.
- Change-point analysis of time series with evolutionary spectra (Q6600011) (← links)
- Mean change point detection based on jump information criterion (Q6615092) (← links)
- Online change-point detection for matrix-valued time series with latent two-way factor structure (Q6621541) (← links)
- A data-driven approach to detecting change points in linear regression models (Q6626120) (← links)
- A General Framework for Constructing Locally Self-Normalized Multiple-Change-Point Tests (Q6626241) (← links)
- High-Dimensional Time Series Segmentation via Factor-Adjusted Vector Autoregressive Modeling (Q6631703) (← links)
- Moving Sum Procedure for Change Point Detection under Piecewise Linearity (Q6637461) (← links)
- Detection of Emergent Anomalous Structure in Functional Data (Q6637485) (← links)
- Multiple change point detection in functional data with applications to biomechanical fatigue data (Q6665498) (← links)
