The following pages link to Structural breaks in time series (Q2852477):
Displaying 50 items.
- A comparison of single and multiple changepoint techniques for time series data (Q2129576) (← links)
- Inference for change points in high-dimensional data via selfnormalization (Q2131255) (← links)
- Empirical likelihood for change point detection in autoregressive models (Q2131973) (← links)
- Recent progress in parameter change test for integer-valued time series models (Q2132020) (← links)
- Detecting and modeling changes in a time series of proportions (Q2135370) (← links)
- Change point analysis on the Corinth Gulf (Greece) seismicity (Q2137632) (← links)
- Monitoring mean and variance change-points in long-memory time series (Q2165444) (← links)
- Estimating a gradual parameter change in an AR(1)-process (Q2167322) (← links)
- Block wild bootstrap-based CUSUM tests robust to high persistence and misspecification (Q2189616) (← links)
- Functional data analysis in the Banach space of continuous functions (Q2196214) (← links)
- Bump detection in the presence of dependency: does it ease or does it load? (Q2203641) (← links)
- Multiple change point detection and validation in autoregressive time series data (Q2208378) (← links)
- Distinguishing between breaks in the mean and breaks in persistence under long memory (Q2208689) (← links)
- Testing for stationarity of functional time series in the frequency domain (Q2215748) (← links)
- A distribution free test for changes in the trend function of locally stationary processes (Q2233554) (← links)
- An omnibus test to detect time-heterogeneity in time series (Q2255926) (← links)
- Strong approximations for the \(p\)-fold integrated empirical process with applications to statistical tests (Q2273023) (← links)
- Detecting relevant changes in the mean of nonstationary processes -- a mass excess approach (Q2284384) (← links)
- Sequential monitoring for changes from stationarity to mild non-stationarity (Q2295810) (← links)
- Multiple changepoint detection with partial information on changepoint times (Q2316608) (← links)
- On detecting changes in the jumps of arbitrary size of a time-continuous stochastic process (Q2326069) (← links)
- Dependence measures for model selection in singular spectrum analysis (Q2328777) (← links)
- Reaction times of monitoring schemes for ARMA time series (Q2348744) (← links)
- A computationally efficient nonparametric approach for changepoint detection (Q2361475) (← links)
- Detecting breaks in the dependence of multivariate extreme-value distributions (Q2363660) (← links)
- The shark fin function: asymptotic behavior of the filtered derivative for point processes in case of change points (Q2412766) (← links)
- Inference for multiple change points in heavy-tailed time series via rank likelihood ratio scan statistics (Q2419902) (← links)
- Quasi-maximum likelihood estimation for multiple volatility shifts (Q2452776) (← links)
- Differentiating between coefficient break and volatility break (Q2493771) (← links)
- Extensions of some classical methods in change point analysis (Q2513925) (← links)
- A quasi-Bayesian change point detection with exchangeable weights (Q2676909) (← links)
- Multiscale change point detection via gradual bandwidth adjustment in moving sum processes (Q2683184) (← links)
- Testing for cointegration with threshold adjustment in the presence of structural breaks (Q2697069) (← links)
- Multiple structural breaks in cointegrating regressions: a model selection approach (Q2700541) (← links)
- Identifying Different Areas of Inhomogenous Mineral Subsoil: Spatial Fluctuation Approaches (Q2809597) (← links)
- Detection of Changes in INAR Models (Q2833353) (← links)
- Inference for single and multiple change-points in time series (Q2864620) (← links)
- Parameter Change Test for Poisson Autoregressive Models (Q2932778) (← links)
- ON-LINE MONITORING OF POLLUTION CONCENTRATIONS WITH AUTOREGRESSIVE MOVING AVERAGE TIME SERIES (Q2936572) (← links)
- Darling-Erdös-type test for change detection in parameters and variance for stationary VAR models (Q2980079) (← links)
- ASYMPTOTIC PROPERTIES OF THE CUSUM ESTIMATOR FOR THE TIME OF CHANGE IN LINEAR PANEL DATA MODELS (Q2986523) (← links)
- Combining Cumulative Sum Change‐Point Detection Tests for Assessing the Stationarity of Univariate Time Series (Q3120663) (← links)
- Structural break detection in financial durations (Q4627118) (← links)
- Unsupervised Self-Normalized Change-Point Testing for Time Series (Q4962429) (← links)
- (Q4969176) (← links)
- Segmented Model Selection in Quantile Regression Using the Minimum Description Length Principle (Q4975574) (← links)
- Some asymptotic results for the integrated empirical process with applications to statistical tests (Q4976216) (← links)
- A new approach for open‐end sequential change point monitoring (Q4997687) (← links)
- Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions (Q5030952) (← links)
- Test for parameter change in the presence of outliers: the density power divergence-based approach (Q5065268) (← links)
