The following pages link to (Q3497658):
Displaying 10 items.
- Change-point analysis in increasing dimension (Q444964) (← links)
- Consistency of change point estimators for symmetrical stable distribution with parameters shift (Q943435) (← links)
- Subsampling tests for the mean change point with heavy-tailed innovations (Q1013151) (← links)
- A tail adaptive approach for change point detection (Q1755109) (← links)
- Doubly paired change-point analysis (Q2179556) (← links)
- Inference for multiple change points in heavy-tailed time series via rank likelihood ratio scan statistics (Q2419902) (← links)
- A nonparametric test for the mean change-point in heavy-tail observation (Q2887763) (← links)
- Detection and estimation of structural change in heavy-tailed sequence (Q2980141) (← links)
- Truncating Estimation for the Mean Change-Point in Heavy-Tailed Dependent Observations (Q5201471) (← links)
- Change points in heavy‐tailed multivariate time series: Methods using precision matrices (Q5213968) (← links)
