Pages that link to "Item:Q5933615"
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The following pages link to An estimator of the number of change points based on a weak invariance principle (Q5933615):
Displaying 11 items.
- Two-stage data segmentation permitting multiscale change points, heavy tails and dependence (Q92617) (← links)
- Consistent selection of the number of change-points via sample-splitting (Q99318) (← links)
- On consistency of minimum description length model selection for piecewise autoregressions (Q308393) (← links)
- A general criterion to determine the number of change-points (Q553059) (← links)
- Estimating nonlinear regression with and without change-points by the LAD method (Q652600) (← links)
- Non-monotonic penalizing for the number of structural breaks (Q2259336) (← links)
- On Hinkley's estimator: inference about the change point (Q2467377) (← links)
- Rejoinder on: ``Extensions of some classical methods in change point analysis'' (Q2513927) (← links)
- Structural breaks in time series (Q2852477) (← links)
- (Q3492631) (← links)
- Moving Sum Data Segmentation for Stochastic Processes Based on Invariance (Q6086169) (← links)
