Pages that link to "Item:Q5226601"
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The following pages link to Change Point Analysis of Correlation in Non-stationary Time Series (Q5226601):
Displaying 18 items.
- Multiple break detection in the correlation structure of random variables (Q1623527) (← links)
- An asymptotic test for constancy of the variance under short-range dependence (Q2073717) (← links)
- Monitoring procedures for strict stationarity based on the multivariate characteristic function (Q2078564) (← links)
- Functional weak limit theorem for a local empirical process of non-stationary time series and its application (Q2174984) (← links)
- A distribution free test for changes in the trend function of locally stationary processes (Q2233554) (← links)
- Estimation and inference of time-varying auto-covariance under complex trend: a difference-based approach (Q2233573) (← links)
- Asymptotic change-point analysis of the dependencies in time series (Q2820738) (← links)
- Detecting a Change in the Correlation Coefficient in a Sequence of Bivariate Normal Variables (Q3471479) (← links)
- Time-correlation analysis of nonstationary time series (Q3838320) (← links)
- Modified tests for change points in variance in the possible presence of mean breaks (Q4960712) (← links)
- Bootstrap procedures for variance breaks test in time series with a changing trend (Q5154101) (← links)
- Autoregressive approximations to nonstationary time series with inference and applications (Q6136588) (← links)
- Efficient change point detection and estimation in high-dimensional correlation matrices (Q6200899) (← links)
- Change point analysis of functional variance function with stationary error (Q6536695) (← links)
- Multiscale jump testing and estimation under complex temporal dynamics (Q6565327) (← links)
- Change-point analysis of time series with evolutionary spectra (Q6600011) (← links)
- Sequential Gaussian approximation for nonstationary time series in high dimensions (Q6635728) (← links)
- Simultaneous statistical inference for second order parameters of time series under weak conditions (Q6656624) (← links)
