Pages that link to "Item:Q1013151"
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The following pages link to Subsampling tests for the mean change point with heavy-tailed innovations (Q1013151):
Displaying 6 items.
- Modified tests for variance changes in autoregressive regression (Q632729) (← links)
- Subsampling change-point detection in persistence with heavy-tailed innovations (Q874325) (← links)
- A nonparametric test for the mean change-point in heavy-tail observation (Q2887763) (← links)
- Subsampling for General Statistics under Long Range Dependence with application to change point analysis (Q4571205) (← links)
- Modified tests for change points in variance in the possible presence of mean breaks (Q4960712) (← links)
- Estimation Mean Change-Point in ARCH Models with Heavy-Tailed Innovations (Q5305516) (← links)