✦ LIBER ✦

Change-point in the mean of dependent observations

✍ Scribed by Piotr Kokoszka; Remigijus Leipus

Book ID: 111715592
Publisher: Elsevier Science
Year: 1998
Tongue: English
Weight: 328 KB
Volume: 40
Category: Article
ISSN: 0167-7152
DOI: 10.1016/s0167-7152(98)00145-x

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

The change-point problem for dependent o

The change-point problem for dependent observations

✍ Liudas Giraitis; Remigijus Leipus; Donatas Surgailis 📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 597 KB

Change-point problems in nonlinear regre

Change-point problems in nonlinear regression estimation with dependent observations

✍ Ken-ichi Yoshihara; Shuya Kanagawa 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 369 KB

Change-point detection of mean vector or

Change-point detection of mean vector or covariance matrix shifts using multivariate individual observations

✍ Joe H. Sullivan; William H. Woodall 📂 Article 📅 2000 🏛 Taylor and Francis Group 🌐 English ⚖ 418 KB

Change-Point Problems || The Analysis of

Change-Point Problems || The Analysis of Change-Point Data with Dependent Errors

✍ F. Lombard and J. D. Hart 📂 Article 📅 1994 🏛 Institute of Mathematical Statistics ⚖ 995 KB

Mean estimation in the presence of chang

Mean estimation in the presence of change points

✍ M. Rueda; I. Sánchez-Borrego; A. Arcos 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 375 KB

In this study we address the problem of the mean estimation of the IBEX-35 index stock quotes in the presence of change points. We rely on nonparametric regression methods for detecting and estimating changes points, and for estimating the discontinuous regression function. Model-assisted and model-

Detecting changes in the mean of functio

Detecting changes in the mean of functional observations

✍ István Berkes; Robertas Gabrys; Lajos Horváth; Piotr Kokoszka 📂 Article 📅 2009 🏛 Blackwell Publishing 🌐 English ⚖ 680 KB