Pages that link to "Item:Q2980141"
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The following pages link to Detection and estimation of structural change in heavy-tailed sequence (Q2980141):
Displaying 7 items.
- Monitoring persistent change in a heavy-tailed sequence with polynomial trends (Q395915) (← links)
- Abrupt change in mean using block bootstrap and avoiding variance estimation (Q1695533) (← links)
- A tail adaptive approach for change point detection (Q1755109) (← links)
- A computationally efficient approach on detecting star-shaped change boundaries in random fields with heavy-tailed distributions (Q1997885) (← links)
- Nuisance-parameter-free changepoint detection in non-stationary series (Q2195742) (← links)
- Inference for multiple change points in heavy-tailed time series via rank likelihood ratio scan statistics (Q2419902) (← links)
- Ratio detections for change point in heavy tailed observations (Q5082994) (← links)
