Pages that link to "Item:Q1106578"
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The following pages link to Approximating the distribution of the maximum likelihood estimate of the change-point in a sequence of independent random variables (Q1106578):
Displaying 25 items.
- LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES (Q4319842) (← links)
- Estimators for the Time of Change in Linear Models (Q4344164) (← links)
- Nonparametric estimation in a two change-point model (Q4372868) (← links)
- Distributed estimation and its fast algorithm for change-point in location models* (Q5046816) (← links)
- GENERALIZED LAPLACE INFERENCE IN MULTIPLE CHANGE-POINTS MODELS (Q5065458) (← links)
- Alternating Pruned Dynamic Programming for Multiple Epidemic Change-Point Estimation (Q5066468) (← links)
- Ratio detection for mean change in <i>α</i> mixing observations (Q5078369) (← links)
- Asymptotic Distribution Theory for Break Point Estimators in Models Estimated via 2SLS (Q5080135) (← links)
- Ratio detections for change point in heavy tailed observations (Q5082994) (← links)
- BOOTSTRAP INFERENCE FOR MULTIPLE CHANGE-POINTS IN TIME SERIES (Q5104480) (← links)
- Truncating Estimation for the Mean Change-Point in Heavy-Tailed Dependent Observations (Q5201471) (← links)
- An evaluation of change-point estimators for a sequence of normal observations with unknown parameters (Q5373860) (← links)
- Bayesian Estimation of the Number of Change Points in Simple Linear Regression Models (Q5484661) (← links)
- In-fill asymptotic theory for structural break point in autoregressions (Q5861036) (← links)
- Estimation and identification of change points in panel models with nonstationary or stationary regressors and error term (Q5864456) (← links)
- The asymptotic behaviour of the residual sum of squares in models with multiple break points (Q5864643) (← links)
- Threshold estimation for continuous three‐phase polynomial regression models with constant mean in the middle regime (Q6068051) (← links)
- Data-driven estimation of change-points with mean shift (Q6101010) (← links)
- In-fill asymptotic distribution of the change point estimator when estimating breaks one at a time (Q6140373) (← links)
- Estimation of a Structural Break Point in Linear Regression Models (Q6150351) (← links)
- Adaptive parametric change point inference under covariance structure changes (Q6581302) (← links)
- Change-point analysis of time series with evolutionary spectra (Q6600011) (← links)
- Change-point inference in high-dimensional regression models under temporal dependence (Q6608677) (← links)
- Most Recent Changepoint Detection in Panel Data (Q6621623) (← links)
- Dating the break in high-dimensional data (Q6635718) (← links)
