The following pages link to (Q4663812):
Displaying 14 items.
- Bootstrap confidence intervals for multiple change points based on moving sum procedures (Q92618) (← links)
- Segmenting mean-nonstationary time series via trending regressions (Q527952) (← links)
- Asymptotics of trimmed CUSUM statistics (Q654411) (← links)
- Tests for continuity of regression functions (Q866619) (← links)
- Selection from a stable box (Q1002578) (← links)
- Abrupt change in mean using block bootstrap and avoiding variance estimation (Q1695533) (← links)
- Change-point analysis using logarithmic quantile estimation (Q2322607) (← links)
- Block permutation principles for the change analysis of dependent data (Q2455733) (← links)
- Limit theorems for permutations of empirical processes with applications to change point analysis (Q2464853) (← links)
- On the detection of changes in autoregressive time series. II: Resampling procedures (Q2480024) (← links)
- Change point analysis based on empirical characteristic functions (Q2499565) (← links)
- Permutation principles for the change analysis of stochastic processes under strong invariance (Q2571219) (← links)
- Comments on: ``Extensions of some classical methods in change point analysis'' (Q5971363) (← links)
- Permutation‐based tests for discontinuities in event studies (Q6088790) (← links)
