Pages that link to "Item:Q3552859"
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The following pages link to Bootstrapping confidence intervals for the change-point of time series (Q3552859):
Displaying 28 items.
- Bootstrap confidence intervals for multiple change points based on moving sum procedures (Q92618) (← links)
- Change-point in stochastic design regression and the bootstrap (Q638805) (← links)
- Exact posterior distributions and model selection criteria for multiple change-point detection problems (Q693323) (← links)
- More accurate, calibrated bootstrap confidence intervals for estimating the correlation between two time series (Q887527) (← links)
- Fast estimation of posterior probabilities in change-point analysis through a constrained hidden Markov model (Q1615137) (← links)
- Asymptotic distribution theory of change-point estimators and confidence intervals based on bootstrap approximation (Q1894115) (← links)
- Evaluating stationarity via change-point alternatives with applications to fMRI data (Q1940029) (← links)
- Optimal change-point estimation in time series (Q2054501) (← links)
- A comparison of single and multiple changepoint techniques for time series data (Q2129576) (← links)
- Asymptotic delay times of sequential tests based on \(U\)-statistics for early and late change points (Q2156812) (← links)
- Parametric methodologies for detecting changes in maximum temperature of Tlaxco, Tlaxcala, México (Q2175385) (← links)
- Estimating change points in nonparametric time series regression models (Q2208375) (← links)
- A note on Studentized confidence intervals for the change-point (Q2430243) (← links)
- On distinguishing multiple changes in mean and long-range dependence using local Whittle estimation (Q2509807) (← links)
- A piecewise polynomial trend against long range dependence (Q2515861) (← links)
- Comparing change-point location in independent series (Q2631363) (← links)
- Inference for single and multiple change-points in time series (Q2864620) (← links)
- THE BOOTSTRAP IN THRESHOLD REGRESSION (Q3191834) (← links)
- Exact Posterior Distributions over the Segmentation Space and Model Selection for Multiple Change-Point Detection Problems (Q3298515) (← links)
- Confidence intervals for annual wind power production (Q3451714) (← links)
- Bootstrap confidence intervals for a break date in linear regressions (Q5033432) (← links)
- Testing and dating structural changes in copula-based dependence measures (Q5073383) (← links)
- BOOTSTRAP INFERENCE FOR MULTIPLE CHANGE-POINTS IN TIME SERIES (Q5104480) (← links)
- Comments on: ``Extensions of some classical methods in change point analysis'' (Q5971363) (← links)
- Comments on: ``Extensions of some classical methods in change point analysis'' (Q5971364) (← links)
- Loss function-based change point detection in risk measures (Q6113344) (← links)
- A data-driven approach to detecting change points in linear regression models (Q6626120) (← links)
- Cross-validation for change-point regression: pitfalls and solutions (Q6632610) (← links)
