Pages that link to "Item:Q1695533"
From MaRDI portal
The following pages link to Abrupt change in mean using block bootstrap and avoiding variance estimation (Q1695533):
Displaying 4 items.
- Nuisance-parameter-free changepoint detection in non-stationary series (Q2195742) (← links)
- Changepoint in dependent and non-stationary panels (Q2208373) (← links)
- A robust test for mean change in dependent observations (Q2261987) (← links)
- Using interpolated implied volatility for analysing exogenous market changes (Q6538807) (← links)