The following pages link to breakfast (Q34187):
Displaying 12 items.
- Two-stage data segmentation permitting multiscale change points, heavy tails and dependence (Q92617) (← links)
- (Q93024) (redirect page) (← links)
- Asymptotic properties of \(M\)-estimators based on estimating equations and censored data in semi-parametric models with multiple change points (Q1996305) (← links)
- High dimensional change point inference: recent developments and extensions (Q2062782) (← links)
- Are deviations in a gradually varying mean relevant? A testing approach based on sup-norm estimators (Q2073724) (← links)
- Detecting multiple generalized change-points by isolating single ones (Q2075028) (← links)
- Asymptotic properties of semiparametric \(M\)-estimators with multiple change points (Q2111653) (← links)
- Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection (Q2131951) (← links)
- A distribution free test for changes in the trend function of locally stationary processes (Q2233554) (← links)
- Multiscale change point detection via gradual bandwidth adjustment in moving sum processes (Q2683184) (← links)
- Fast and Scalable Algorithm for Detection of Structural Breaks in Big VAR Models (Q5083365) (← links)
- Multiscale Quantile Segmentation (Q5881143) (← links)
