Pages that link to "Item:Q3518365"
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The following pages link to Minimax Methods for Multihypothesis Sequential Testing and Change-Point Detection Problems (Q3518365):
Displaying 50 items.
- A Kernel Multiple Change-point Algorithm via Model Selection (Q80474) (← links)
- Detection of multiple changes in a sequence of dependent variables (Q120317) (← links)
- A multiple filter test for the detection of rate changes in renewal processes with varying variance (Q146393) (← links)
- The multiple filter test for change point detection in time series (Q146399) (← links)
- Change-point detection in panel data via double CUSUM statistic (Q150198) (← links)
- Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points (Q461823) (← links)
- Change in the mean in the domain of attraction of the normal law via Darling-Erdős theorems (Q462154) (← links)
- Wild binary segmentation for multiple change-point detection (Q482881) (← links)
- Segmentation of the mean of heteroscedastic data via cross-validation (Q637994) (← links)
- Multiscale interpretation of taut string estimation and its connection to unbalanced Haar wavelets (Q638002) (← links)
- Decision and game theory for security. Second international conference, GameSec 2011, College Park, MD, Maryland, USA, November 14--15, 2011. Proceedings (Q645930) (← links)
- On a multi-channel change-point problem (Q734532) (← links)
- Distributed detection/localization of change-points in high-dimensional network traffic data (Q746229) (← links)
- On a nonparametric change point detection model in Markovian regimes (Q899057) (← links)
- Algebraic change-point detection (Q964738) (← links)
- Exact asymptotic distribution of change-point MLE for change in the mean of Gaussian se\-quences (Q993276) (← links)
- Fold-up derivatives of set-valued functions and the change-set problem: a survey (Q1695752) (← links)
- Change point detection in network models: preferential attachment and long range dependence (Q1751962) (← links)
- Optimal sequential kernel detection for dependent processes (Q1779801) (← links)
- Multiple change-point detection: a selective overview (Q1790375) (← links)
- Statistical inference for time-inhomogeneous volatility models. (Q1879945) (← links)
- Dependent functional data (Q1952694) (← links)
- Fast adaptive algorithms for abrupt change detection (Q1959580) (← links)
- Tail-greedy bottom-up data decompositions and fast multiple change-point detection (Q1990585) (← links)
- Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection (Q2131951) (← links)
- Infinitesimal generators for two-dimensional Lévy process-driven hypothesis testing (Q2174174) (← links)
- On change-point estimation under Sobolev sparsity (Q2180074) (← links)
- Minimax optimal sequential hypothesis tests for Markov processes (Q2215752) (← links)
- On two estimates related to the change-point problem (Q2261911) (← links)
- Detection and localization of change-points in high-dimensional network traffic data (Q2270664) (← links)
- High-dimensional change-point detection under sparse alternatives (Q2313279) (← links)
- Semiparametric multivariate and multiple change-point modeling (Q2316981) (← links)
- Change-point problems: bibliography and review (Q2324132) (← links)
- Nonparametric tests and nested sequential sampling plans for change-point detection (Q2400053) (← links)
- Detection of an anomalous cluster in a network (Q2429931) (← links)
- Detection of slightly expressed changes in random environment (Q2437989) (← links)
- Testing for epidemic changes in the mean of a multiparameter stochastic process (Q2453616) (← links)
- Detection of multiple change-points in multivariate time series (Q2471636) (← links)
- Statistical detection of spatial plant patterns under the effect of forest use (Q2921486) (← links)
- Change-Point Problem for High-Order Markov Chain (Q3083470) (← links)
- APPLICATION OF S-TRANSFORM FOR AUTOMATED DETECTION OF VIGILANCE LEVEL USING EEG SIGNALS (Q3188597) (← links)
- Multiple Objects: Error Exponents in Hypotheses Testing and Identification (Q4915243) (← links)
- Sequential change‐point detection based on direct density‐ratio estimation (Q4969829) (← links)
- Fast and accurate detection of changes in data streams (Q4969931) (← links)
- Sequential Hypothesis Testing in Machine Learning, and Crude Oil Price Jump Size Detection (Q4994675) (← links)
- Detection of excessive activities in time series of graphs (Q5036975) (← links)
- A control chart for variance based on squared ranks (Q5107017) (← links)
- Uniform asymptotic normality of weighted sums of short-memory linear processes (Q5109495) (← links)
- Quickest Detection of Changes in the Generating Mechanism of a Time Series via the ε-Complexity of Continuous Functions (Q5169480) (← links)
- Multiscale Change Point Inference (Q5743255) (← links)
