Pages that link to "Item:Q2208375"
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The following pages link to Estimating change points in nonparametric time series regression models (Q2208375):
Displaying 11 items.
- On change-points tests based on two-samples \(U\)-statistics for weakly dependent observations (Q2122814) (← links)
- Consistent nonparametric change point detection combining CUSUM and marked empirical processes (Q2188476) (← links)
- Editorial for the special issue: Change point detection (Q2208371) (← links)
- Change point detection for nonparametric regression under strongly mixing process (Q2208376) (← links)
- Estimation of technical change: direct semi/nonparametric approaches (Q2659971) (← links)
- Change-point detection for the link function in a single-index model (Q2670772) (← links)
- (Q4453312) (← links)
- Nonparametric multiple change point estimation in highly dependent time series (Q5964070) (← links)
- A Cramér-von Mises test for a class of mean time dependent CHARN models with application to change-point detection (Q6155083) (← links)
- On the existence of stationary threshold bilinear processes (Q6581351) (← links)
- Multiple change-point detection for regression curves (Q6642540) (← links)
