Pages that link to "Item:Q5127211"
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The following pages link to A robust method for shift detection in time series (Q5127211):
Displaying 12 items.
- Change point detection in time series using higher-order statistics: a heuristic approach (Q459755) (← links)
- On rank tests for shift detection in time series (Q1020806) (← links)
- On the robust detection of edges in time series filtering (Q1020908) (← links)
- Convergence of the empirical two-sample \(U\)-statistics with \(\beta\)-mixing data (Q2043739) (← links)
- Change-point detection based on weighted two-sample U-statistics (Q2136629) (← links)
- Optimal difference-based variance estimators in time series: a general framework (Q2148979) (← links)
- Parametric methodologies for detecting changes in maximum temperature of Tlaxco, Tlaxcala, México (Q2175385) (← links)
- A robust test for mean change in dependent observations (Q2261987) (← links)
- A multi-scale approach for testing and detecting peaks in time series (Q4999853) (← links)
- Mean change point detection based on jump information criterion (Q6615092) (← links)
- A General Framework for Constructing Locally Self-Normalized Multiple-Change-Point Tests (Q6626241) (← links)
- Robust change-point detection for functional time series based on \(U\)-statistics and dependent wild bootstrap (Q6640108) (← links)
