Pages that link to "Item:Q120317"

The following pages link to Detection of multiple changes in a sequence of dependent variables (Q120317):

Displaying 45 items.

• Optimal covariance change point localization in high dimensions (Q97725) (← links)
• segclust2d (Q120331) (← links)
• Detecting changes in cross-sectional dependence in multivariate time series (Q123369) (← links)
• Multi-scale detection of rate changes in spike trains with weak dependencies (Q146398) (← links)
• Change point detection in time series using higher-order statistics: a heuristic approach (Q459755) (← links)
• Wild binary segmentation for multiple change-point detection (Q482881) (← links)
• Estimating nonlinear regression with and without change-points by the LAD method (Q652600) (← links)
• Application of modified information criterion to multiple change point problems (Q853951) (← links)
• Detecting abrupt changes of the long-range dependence or the self-similarity of a Gaussian process (Q935366) (← links)
• Testing for bubbles and change-points (Q953776) (← links)
• Strong convergence rate of estimators of change point and its application (Q961223) (← links)
• A framework of irregularity enlightenment for data pre-processing in data mining (Q970169) (← links)
• Time-based detection of changes to multivariate patterns (Q970170) (← links)
• Estimating a changed segment in a sample (Q996767) (← links)
• Wavelet-based procedures for proteomic mass spectrometry data processing (Q1020805) (← links)
• A heuristic, iterative algorithm for change-point detection in abrupt change models (Q1643024) (← links)
• Recursive computation of piecewise constant volatilities (Q1927142) (← links)
• Tail-greedy bottom-up data decompositions and fast multiple change-point detection (Q1990585) (← links)
• Asymptotic properties of \(M\)-estimators based on estimating equations and censored data in semi-parametric models with multiple change points (Q1996305) (← links)
• Detection of multiple change points for linear processes under negatively super-additive dependence (Q2067984) (← links)
• Asymptotic properties of semiparametric \(M\)-estimators with multiple change points (Q2111653) (← links)
• Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection (Q2131951) (← links)
• Univariate mean change point detection: penalization, CUSUM and optimality (Q2180083) (← links)
• Data-driven semi-parametric detection of multiple changes in long-range dependent processes (Q2209823) (← links)
• A breakpoint detection in the mean model with heterogeneous variance on fixed time intervals (Q2302484) (← links)
• Evaluation methods and decision theory for classification of streaming data with temporal dependence (Q2339942) (← links)
• Detection of multiple change-points in multivariate time series (Q2471636) (← links)
• The increment ratio statistic (Q2476149) (← links)
• Rate of convergence for multiple change-points estimation of moving-average processes (Q2501422) (← links)
• Change-point detection with rank statistics in long-memory time-series models (Q2810355) (← links)
• The S-estimator in the change-point random model with long memory (Q3143500) (← links)
• (Q4271276) (← links)
• On the convergence of general projection methods for solving convex feasibility problems with applications to the inverse problem of image recovery (Q4559404) (← links)
• Spectral estimation in the presence of missing data (Q4606859) (← links)
• A new process for modeling heartbeat signals during exhaustive run with an adaptive estimator of its fractal parameters (Q5127041) (← links)
• Semiparametric method for detecting multiple change points model in financial time series (Q5160204) (← links)
• A strong convergence rate of estimator of variance change in linear processes and its applications (Q5280364) (← links)
• The distribution of a functional of the Wiener process and its application to the Brownian sheet (Q5402576) (← links)
• Identification of the multiscale fractional Brownian motion with biomechanical applications (Q5430490) (← links)
• On optimal segmentation and parameter tuning for multiple change-point detection and inference (Q5879909) (← links)
• Hajek-Renyi-type inequality for \((\alpha, \beta)\)-mixing sequences and its application to change-point model (Q6038923) (← links)
• Strong convergence rates of multiple change-point estimator for <i>ρ</i>-mixing sequence (Q6114243) (← links)
• Detecting changes in mean in the presence of time-varying autocovariance (Q6541760) (← links)
• Detecting change points in the stress-strength reliability \(P(X < Y)\) (Q6574597) (← links)
• Classification in postural style based on stochastic process modeling (Q6632709) (← links)