Pages that link to "Item:Q2431565"
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The following pages link to Convergence in distribution of multiple change point estimators (Q2431565):
Displaying 12 items.
- An ANOVA-type test for multiple change points (Q465641) (← links)
- Multiple change-point estimation with U-statistics (Q963893) (← links)
- Convergence of changepoint estimators (Q1194604) (← links)
- Change-point estimators in case of small disorders (Q1330217) (← links)
- Asymptotic properties of \(M\)-estimators based on estimating equations and censored data in semi-parametric models with multiple change points (Q1996305) (← links)
- On change-points tests based on two-samples \(U\)-statistics for weakly dependent observations (Q2122814) (← links)
- Rate of convergence for multiple change-points estimation of moving-average processes (Q2501422) (← links)
- Structural breaks in time series (Q2852477) (← links)
- Research on the convergence of estimators for change points in the mean of mixing random sequences (Q2887161) (← links)
- Structural break detection in financial durations (Q4627118) (← links)
- A Cramér-von Mises test for a class of mean time dependent CHARN models with application to change-point detection (Q6155083) (← links)
- M-Estimators of U-Processes With a Change-Point Due to a Covariate Threshold (Q6634858) (← links)