Pages that link to "Item:Q1923424"

The following pages link to The change-point problem for dependent observations (Q1923424):

Displaying 39 items.

• Detection of multiple changes in a sequence of dependent variables (Q120317) (← links)
• Testing for change-points in long-range dependent time series by means of a self-normalized Wilcoxon test (Q135901) (← links)
• Change-point problems in nonlinear regression estimation with dependent observations (Q425785) (← links)
• Modified tests for variance changes in autoregressive regression (Q632729) (← links)
• Change-point estimation of a mean shift in moving-average processes under dependence assump\-tions (Q861410) (← links)
• Detecting abrupt changes of the long-range dependence or the self-similarity of a Gaussian process (Q935366) (← links)
• Limit theorems for quadratic forms with applications to Whittle's estimate (Q1296590) (← links)
• Change-point in the mean of dependent observations (Q1305227) (← links)
• Testing and estimating in the change-point problem of the spectral function (Q1324835) (← links)
• The integrated periodogram for long-memory processes with finite or infinite variance (Q1382496) (← links)
• Serial rank statistics for detection of changes. (Q1424484) (← links)
• Testing for parameter changes in ARCH models (Q1568067) (← links)
• Whittle estimator for finite-variance non-Gaussian time series with long memory (Q1807173) (← links)
• Change point detection in dependent sequences: invariance principles for some quadratic statistics. (Q1856487) (← links)
• Change-point problems: bibliography and review (Q2324132) (← links)
• Bootstrapping the empirical distribution of a stationary process with change-point (Q2326067) (← links)
• Optimal rate of convergence for nonparametric change-point estimators for nonstationary sequences (Q2456021) (← links)
• Detection of multiple change-points in multivariate time series (Q2471636) (← links)
• Rates of convergence for the change-point estimator for long-range dependent sequences (Q2483883) (← links)
• Convergence rates for estimating a change-point with long-range dependent sequences (Q2577026) (← links)
• Estimation methods for the LRD parameter under a change in the mean (Q2633430) (← links)
• Change-point detection with rank statistics in long-memory time-series models (Q2810355) (← links)
• Inference for single and multiple change-points in time series (Q2864620) (← links)
• Testing for a change of the innovation distribution in nonparametric autoregression: the sequential empirical process approach (Q2868867) (← links)
• Monitoring distributional changes of squared residuals in GARCH models (Q2980065) (← links)
• (Q3498134) (← links)
• Change‐Point Tests for the Error Distribution in Non‐parametric Regression (Q3552970) (← links)
• Change-Point Problem with Correlated Observations, with an Application in Material Accountancy (Q3761468) (← links)
• (Q3843121) (← links)
• Robust Wilcoxon‐Type Estimation of Change‐Point Location Under Short‐Range Dependence (Q4604008) (← links)
• On detecting change in likelihood ratio ordering (Q4804991) (← links)
• Non‐Parametric Change‐Point Tests for Long‐Range Dependent Data (Q4911971) (← links)
• Testing for the expected number of exceedances in strongly dependent seasonal time series (Q5023852) (← links)
• TESTING FOR A CHANGE OF THE INNOVATION DISTRIBUTION IN AN ARCH MODEL (Q5036026) (← links)
• Incorporating a change-point estimator when bootstrapping the empirical distribution of a stationary process (Q5081024) (← links)
• Empirical processes for recurrent and transient random walks in random scenery (Q5110213) (← links)
• Testing for Change in Long‐Memory Stochastic Volatility Time Series (Q5237528) (← links)
• Sequential block bootstrap in a Hilbert space with application to change point analysis (Q5507360) (← links)
• Nonparametric multiple change point estimation in highly dependent time series (Q5964070) (← links)