The following pages link to (Q4892799):
Displaying 20 items.
- Optimal covariance change point localization in high dimensions (Q97725) (← links)
- Ratio test for variance change point in linear process with long memory (Q451414) (← links)
- Change-of-variance problem for linear processes with long memory (Q864915) (← links)
- Nonparametric tests for a change in the coefficient of variation (Q926980) (← links)
- An efficient algorithm for estimating a change-point (Q1007338) (← links)
- Testing for changes in the covariance structure of linear processes (Q1011543) (← links)
- Break detection in the covariance structure of multivariate time series models (Q1043722) (← links)
- An efficient algorithm to estimate the change in variance (Q1787600) (← links)
- Detection of multiple change points for linear processes under negatively super-additive dependence (Q2067984) (← links)
- An asymptotic test for constancy of the variance under short-range dependence (Q2073717) (← links)
- Change point detection and estimation methods under gamma series of observations (Q2151686) (← links)
- Extensions of some classical methods in change point analysis (Q2513925) (← links)
- Structural breaks in time series (Q2852477) (← links)
- Variance estimators in the chu‐white test for structural change (Q4232104) (← links)
- Variance estimation for measures of change in probability sampling (Q4673120) (← links)
- Modified tests for change points in variance in the possible presence of mean breaks (Q4960712) (← links)
- Tests for Scale Changes Based on Pairwise Differences (Q5120672) (← links)
- Bootstrap procedures for variance breaks test in time series with a changing trend (Q5154101) (← links)
- Bayesian-type estimators of change points (Q5928931) (← links)
- Testing for changes in the mean or variance of a stochastic process under weak invariance (Q5928941) (← links)
