Pages that link to "Item:Q2742772"
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The following pages link to Least-squares estimation of an unknown number of shifts in a time series (Q2742772):
Displaying 50 items.
- A Kernel Multiple Change-point Algorithm via Model Selection (Q80474) (← links)
- Optimal covariance change point localization in high dimensions (Q97725) (← links)
- Detection of multiple changes in a sequence of dependent variables (Q120317) (← links)
- Modelling structural breaks, long memory and stock market volatility: an overview (Q265098) (← links)
- The limit distribution of the estimates in cointegrated regression models with multiple structural changes (Q295697) (← links)
- Two tests for sequential detection of a change-point in a nonlinear model (Q394776) (← links)
- Detecting and estimating changes in dependent functional data (Q432320) (← links)
- Penalized least absolute deviations estimation for nonlinear model with change-points (Q451506) (← links)
- Wild binary segmentation for multiple change-point detection (Q482881) (← links)
- The volume-volatility relationship and the opening of the Korean stock market to foreign investors after the financial turmoil in 1997 (Q867692) (← links)
- Testing for bubbles and change-points (Q953776) (← links)
- A statistical uncertainty principle for estimating the time of a discrete shift in the mean of a continuous time random process (Q993808) (← links)
- Estimating a changed segment in a sample (Q996767) (← links)
- Joint segmentation of wind speed and direction using a hierarchical model (Q1020656) (← links)
- A multivariate test against spurious long memory (Q1706443) (← links)
- Consistent change-point detection with kernels (Q1711585) (← links)
- Time scale in least square method (Q1723917) (← links)
- Ecological change points: the strength of density dependence and the loss of history (Q1750175) (← links)
- Recursive computation of piecewise constant volatilities (Q1927142) (← links)
- Long memory or structural changes: an empirical examination on inflation rates (Q1927900) (← links)
- Multiple breaks detection in general causal time series using penalized quasi-likelihood (Q1950823) (← links)
- Tail-greedy bottom-up data decompositions and fast multiple change-point detection (Q1990585) (← links)
- Most recent changepoint detection in censored panel data (Q1995859) (← links)
- Estimating multiple breaks in mean sequentially with fractionally integrated errors (Q2066504) (← links)
- Consistency of a range of penalised cost approaches for detecting multiple changepoints (Q2084454) (← links)
- A comparison of single and multiple changepoint techniques for time series data (Q2129576) (← links)
- Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection (Q2131951) (← links)
- Robust change point detection method via adaptive LAD-Lasso (Q2175643) (← links)
- On change-point estimation under Sobolev sparsity (Q2180074) (← links)
- Univariate mean change point detection: penalization, CUSUM and optimality (Q2180083) (← links)
- Distinguishing between breaks in the mean and breaks in persistence under long memory (Q2208689) (← links)
- Data-driven semi-parametric detection of multiple changes in long-range dependent processes (Q2209823) (← links)
- Bayesian analysis of multiple thresholds autoregressive model (Q2358917) (← links)
- Minimal penalties for Gaussian model selection (Q2369862) (← links)
- Quasi-maximum likelihood estimation for multiple volatility shifts (Q2452776) (← 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)
- Multiscale change point detection via gradual bandwidth adjustment in moving sum processes (Q2683184) (← links)
- Inference on a structural break in trend with fractionally integrated errors (Q2815049) (← links)
- Detection and estimation of structural change in heavy-tailed sequence (Q2980141) (← links)
- Discretization error of wavelet coefficient for fractal like processes (Q3006412) (← links)
- Off-Line Detection of Multiple Change Points by the Filtered Derivative with<i>p</i>-Value Method (Q3006704) (← links)
- Efficient Threshold Selection for Multivariate Total Variation Denoising (Q3391178) (← links)
- Detecting Changes in Slope With an <i><i>L</i><sub>0</sub></i> Penalty (Q3391229) (← links)
- Maximum likelihood estimator in a multi-phase random regression model (Q3396474) (← links)
- Break Detection for a Class of Nonlinear Time Series Models (Q3552855) (← links)
- LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES (Q4319842) (← links)
- Robust discrimination between long‐range dependence and a change in mean (Q4997686) (← links)
- Subset Multivariate Collective and Point Anomaly Detection (Q5084455) (← links)
