Pages that link to "Item:Q3837406"

The following pages link to Change-point problem and bootstrap (Q3837406):

Displaying 32 items.

• Bootstrap confidence intervals for multiple change points based on moving sum procedures (Q92618) (← links)
• The effect of long-range dependence on change-point estimators (Q135915) (← links)
• Nonparametric estimation of structural change points in volatility models for time series (Q262749) (← links)
• Gradual changes versus abrupt changes. (Q1298890) (← links)
• Rank based estimators of the change-point (Q1299386) (← links)
• Effect of dependence on statistics for determination of change (Q1361628) (← links)
• Estimation of a change in linear models (Q1914277) (← links)
• Approximations for the time of change and the power function in change-point models (Q1918220) (← links)
• Change point analysis of covariance functions: a weighted cumulative sum approach (Q2078538) (← links)
• Consistency of binary segmentation for multiple change-point estimation with functional data (Q2244547) (← links)
• Strong approximation of multidimensional \(\mathbb P\)-\(\mathbb P\) plots processes by Gaussian processes with applications to statistical tests (Q2261924) (← links)
• Application of the bootstrap method for change points analysis in generalized linear models (Q2329867) (← links)
• A note on Studentized confidence intervals for the change-point (Q2430243) (← links)
• On the detection of changes in autoregressive time series. II: Resampling procedures (Q2480024) (← links)
• THE BOOTSTRAP IN THRESHOLD REGRESSION (Q3191834) (← links)
• Bootstrapping confidence intervals for the change-point of time series (Q3552859) (← links)
• Robust Wilcoxon‐Type Estimation of Change‐Point Location Under Short‐Range Dependence (Q4604008) (← links)
• On detecting change in likelihood ratio ordering (Q4804991) (← links)
• Estimating a change point in the long memory parameter (Q4979111) (← links)
• Bootstrap confidence intervals for a break date in linear regressions (Q5033432) (← links)
• Exact tests for offline changepoint detection in multichannel binary and count data with application to networks (Q5055263) (← links)
• Convergence of series of moments on general exponential inequality (Q5064926) (← links)
• A Tree-Based Semi-Varying Coefficient Model for the COM-Poisson Distribution (Q5066752) (← links)
• Incorporating a change-point estimator when bootstrapping the empirical distribution of a stationary process (Q5081024) (← links)
• The CUSUM statistics of change-point models based on dependent sequences (Q5093036) (← links)
• BOOTSTRAP INFERENCE FOR MULTIPLE CHANGE-POINTS IN TIME SERIES (Q5104480) (← links)
• Weighted Least Squares Estimators for a Change-Point (Q5307770) (← links)
• Some Nonparametric Tests for Change-Point Detection Based on the ℙ-ℙ and ℚ-ℚ Plot Processes (Q5495766) (← links)
• Bayesian-type estimators of change points (Q5928931) (← links)
• Data-driven estimation of change-points with mean shift (Q6101010) (← links)
• A data-driven approach to detecting change points in linear regression models (Q6626120) (← links)
• Cross-validation for change-point regression: pitfalls and solutions (Q6632610) (← links)