Pages that link to "Item:Q92617"
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The following pages link to Two-stage data segmentation permitting multiscale change points, heavy tails and dependence (Q92617):
Displaying 10 items.
- mosum (Q54003) (← links)
- Consistency of binary segmentation for multiple change-point estimation with functional data (Q2244547) (← links)
- Multiscale change point detection via gradual bandwidth adjustment in moving sum processes (Q2683184) (← links)
- Moving Sum Data Segmentation for Stochastic Processes Based on Invariance (Q6086169) (← links)
- Optimal multiple change-point detection for high-dimensional data (Q6158217) (← links)
- Robust multiscale estimation of time-average variance for time series segmentation (Q6166922) (← links)
- \(\ell^2\) inference for change points in high-dimensional time series via a two-way MOSUM (Q6550966) (← links)
- A General Framework for Constructing Locally Self-Normalized Multiple-Change-Point Tests (Q6626241) (← links)
- High-Dimensional Time Series Segmentation via Factor-Adjusted Vector Autoregressive Modeling (Q6631703) (← links)
- Moving Sum Procedure for Change Point Detection under Piecewise Linearity (Q6637461) (← links)
