Pages that link to "Item:Q929718"
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The following pages link to Detecting multiple mean breaks at unknown points in official time series (Q929718):
Displaying 10 items.
- Wavelet Fisher's information measure of \(1/f^\alpha\) signals (Q400933) (← links)
- Wavelet \(q\)-Fisher information for scaling signal analysis (Q406132) (← links)
- Strong convergence rate of robust estimator of change point (Q991162) (← links)
- Strong rules for detecting the number of breaks in a time series (Q1414624) (← links)
- Structural break detection method based on the adaptive regression splines technique (Q1620476) (← links)
- Multiple breaks detection in general causal time series using penalized quasi-likelihood (Q1950823) (← links)
- Distinguishing stationary/nonstationary scaling processes using wavelet Tsallis \(q\)-entropies (Q1955297) (← links)
- Atheoretical regression trees for classifying risky financial institutions (Q2241125) (← links)
- Change point analysis of imprecise time series (Q2445523) (← links)
- Detection and Correction of Artificial Shifts in Climate Series (Q3435818) (← links)
