The following pages link to (Q4348180):
Displaying 50 items.
- Multiple change-point estimation with U-statistics (Q963893) (← links)
- Algebraic change-point detection (Q964738) (← links)
- On rapid change points under long memory (Q989259) (← links)
- Exact asymptotic distribution of change-point MLE for change in the mean of Gaussian se\-quences (Q993276) (← links)
- Estimating a changed segment in a sample (Q996767) (← links)
- Moving estimates test with time varying bandwidth (Q996978) (← links)
- Testing for changes in polynomial regression (Q1002544) (← links)
- Extreme value theory for stochastic integrals of Legendre polynomials (Q1006679) (← links)
- An efficient algorithm for estimating a change-point (Q1007338) (← links)
- Accurate tests and intervals based on linear cusum statistics (Q1007362) (← links)
- Detecting change in a hazard regression model with right-censoring (Q1007406) (← links)
- Asymptotic study of the change-point mle in multivariate Gaussian families under contiguous alternatives (Q1007505) (← links)
- Detecting change-points in multidimensional stochastic processes (Q1010538) (← links)
- Testing for changes in the covariance structure of linear processes (Q1011543) (← links)
- Detection of change-points near the end points of long-range dependent sequences (Q1012397) (← links)
- Subsampling tests for the mean change point with heavy-tailed innovations (Q1013151) (← links)
- Multiscale local change point detection with applications to value-at-risk (Q1018645) (← links)
- Partial sums of lagged cross-products of AR residuals and a test for white noise (Q1019485) (← links)
- Detecting change-points in Markov chains (Q1020703) (← links)
- Estimation of a change-point in the mean function of functional data (Q1036788) (← links)
- Break detection in the covariance structure of multivariate time series models (Q1043722) (← links)
- Asymptotic behaviour of a test statistic for detection of change in mean of vectors (Q1044053) (← links)
- The monitoring test for the stability of regression models with nonstationary regressors (Q1046290) (← links)
- Testing the stability of the functional autoregressive process (Q1049540) (← links)
- Limit theorems for quadratic forms with applications to Whittle's estimate (Q1296590) (← links)
- Gradual changes versus abrupt changes. (Q1298890) (← links)
- Change-point in the mean of dependent observations (Q1305227) (← links)
- On the power of the Kolmogorov test to detect the trend of a Brownian bridge with applications to a change-point problem in regression models. (Q1423023) (← links)
- A nonparametric test for the change of the density function in strong mixing processes. (Q1423041) (← links)
- Asymptotic distribution of a statistic testing a change in simple linear regression with equidistant design. (Q1423156) (← links)
- Serial rank statistics for detection of changes. (Q1424484) (← links)
- Tail behaviour of Gaussian processes with applications to the Brownian pillow. (Q1426355) (← links)
- Approximations for weighted bootstrap processes with an application (Q1567320) (← links)
- Sequential change-point detection with likelihood ratios (Q1579858) (← links)
- Limit theorems for kernel-type estimators for the time of change (Q1582358) (← links)
- Limit theorems for a class of tests of gradual changes (Q1582359) (← links)
- Rates of convergence for U-statistic processes and their bootstrapped versions (Q1598690) (← links)
- Detection and estimation of abrupt changes in the variability of a process (Q1606091) (← links)
- A note on estimating the change-point of a gradually changing stochastic process (Q1612988) (← links)
- Exploring the longevity risk using statistical tools derived from the Shiryaev-Roberts procedure (Q1616044) (← links)
- High dimensional efficiency with applications to change point tests (Q1642675) (← links)
- Super-exponential growth expectations and the global financial crisis (Q1657545) (← links)
- Sufficient dimension reduction using Hilbert-Schmidt independence criterion (Q1658374) (← links)
- Parameter change tests for ARMA-GARCH models (Q1662169) (← links)
- Estimating non-simultaneous changes in the mean of vectors (Q1669886) (← links)
- Detecting distributional changes in samples of independent block maxima using probability weighted moments (Q1675709) (← links)
- Cumulative sum estimator for change-point in panel data (Q1685211) (← links)
- Dating multiple change points in the correlation matrix (Q1694371) (← links)
- Abrupt change in mean using block bootstrap and avoiding variance estimation (Q1695533) (← links)
- Some remarks on applications of tests for detecting a change point to psychometric problems (Q1695748) (← links)
