Pages that link to "Item:Q4609022"
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The following pages link to Change Point Detection with Multivariate Observations Based on Characteristic Functions (Q4609022):
Displaying 4 items.
- Change-point methods for multivariate time-series: paired vectorial observations (Q2208372) (← links)
- An empirical-characteristic-function-based change-point test for detection of multiple distributional changes (Q2241532) (← links)
- Off-Line Detection of Multiple Change Points by the Filtered Derivative with<i>p</i>-Value Method (Q3006704) (← links)
- ON MULTIPLE STRUCTURAL BREAKS IN DISTRIBUTION: AN EMPIRICAL CHARACTERISTIC FUNCTION APPROACH (Q6156585) (← links)