Pages that link to "Item:Q1793896"
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The following pages link to Bootstrap change point testing for dependent data (Q1793896):
Displaying 5 items.
- Change-point detection and bootstrap for Hilbert space valued random fields (Q512034) (← links)
- Abrupt change in mean using block bootstrap and avoiding variance estimation (Q1695533) (← links)
- Fourier-type tests of mutual independence between functional time series (Q2078533) (← links)
- (Q3562793) (← links)
- BOOTSTRAP INFERENCE FOR MULTIPLE CHANGE-POINTS IN TIME SERIES (Q5104480) (← links)