Pages that link to "Item:Q2284384"
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The following pages link to Detecting relevant changes in the mean of nonstationary processes -- a mass excess approach (Q2284384):
Displaying 18 items.
- Rearranged dependence measures (Q74042) (← links)
- Box-constrained monotone approximations to Lipschitz regularizations, with applications to robust testing (Q831360) (← links)
- Are deviations in a gradually varying mean relevant? A testing approach based on sup-norm estimators (Q2073724) (← links)
- Monitoring procedures for strict stationarity based on the multivariate characteristic function (Q2078564) (← links)
- Optimal difference-based variance estimators in time series: a general framework (Q2148979) (← links)
- Modelling time-varying first and second-order structure of time series via wavelets and differencing (Q2168089) (← links)
- Identifying shifts between two regression curves (Q2230873) (← links)
- A distribution free test for changes in the trend function of locally stationary processes (Q2233554) (← links)
- Detecting relevant changes in the mean of nonstationary processes -- a mass excess approach (Q2284384) (← links)
- Comparing time varying regression quantiles under shift invariance (Q2692546) (← links)
- The use of temporally aggregated data on detecting a mean change of a time series process (Q5349125) (← links)
- Mean stationarity test in time series: a signal variance-based approach (Q6120834) (← links)
- Inference for high‐dimensional linear models with locally stationary error processes (Q6148344) (← links)
- Detecting changes in mean in the presence of time-varying autocovariance (Q6541760) (← links)
- Detecting long-range dependence for time-varying linear models (Q6565331) (← links)
- Detecting changes in the trend function of heteroscedastic time series (Q6589564) (← links)
- Prediction in Locally Stationary Time Series (Q6620858) (← links)
- Empirical optimal transport under estimated costs: distributional limits and statistical applications (Q6635672) (← links)
