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  • Search: subject:"change point problem"
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Year of publication
Subject
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change point problem 7 Change point problem 5 Bootstrap 3 Change-point problem 2 Structural break 2 Strukturbruch 2 Theorie 2 Theory 2 Time series analysis 2 Zeitreihenanalyse 2 change-point problem 2 discrete observations 2 segmentation 2 structural change 2 time series 2 volatility regime switch 2 Air pollution 1 Asymptotically distribution free test 1 Asymptotically optimal tests 1 Bayesian inference 1 Bayesian statistical inference 1 Bootstrap approach 1 Bootstrap-Verfahren 1 Brownian motion with trend 1 CAPM 1 CUSUM procedure 1 Composite hypotheses 1 Confidence intervals 1 Consistent test 1 DNA copy number imbalance 1 Einheitswurzeltest 1 Empirical estimator 1 Estimation 1 Exchangeable bootstrap 1 Extreme values 1 F-test 1 Gaussian processes 1 Invariance principle 1 Investment Fund 1 Investmentfonds 1
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Online availability
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Undetermined 12 Free 5
Type of publication
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Article 12 Book / Working Paper 5
Type of publication (narrower categories)
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Working Paper 2 Arbeitspapier 1 Article in journal 1 Aufsatz in Zeitschrift 1 Graue Literatur 1 Non-commercial literature 1
Language
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Undetermined 14 English 3
Author
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Bischoff, Wolfgang 2 Gregorio, Alessandro De 2 Hušková, Marie 2 Iacus, Stefano 2 Kleiber, Christian 2 Miller, Frank 2 Alvarez, Enrique 1 Antoch, Jaromír 1 Bai, Jushan 1 Bouzebda, Salim 1 Brodsky, Boris 1 Chang, I-Shou 1 Chen, Wei-Chen 1 Darkhovsky, Boris 1 Dey, Dipak 1 Dragalin, Vladimir 1 Fang, Wen-Tsen 1 Hanousek, Jan 1 Hashorva, Enkelejd 1 Horváth, Lajos 1 Hsiung, Chao 1 Huang, Yung-Hsiang 1 Hüsler, Jürg 1 Ip, Wai-cheung 1 Jiang, Shih Sheng 1 Juang, Jyh-Lyh 1 Limnios, Nikolaos 1 Lin, Chung-Yen 1 Liu, Shu-Chen 1 Negri, Ilia 1 Nishiyama, Yoichi 1 Prášková, Zuzana 1 Rotondi, Renata 1 Shao, Quanxi 1 Wang, Shixuan 1 Wen, Chi-Chung 1 Wong, Heung 1 Wu, Yuh-Jenn 1
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Institution
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Dipartimento di Economia, Management e Metodi Quantitativi (DEMM), Università degli Studi di Milano 2 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
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Annals of the Institute of Statistical Mathematics 3 Metrika 2 UNIMI - Research Papers in Economics, Business, and Statistics 2 Computational Statistics & Data Analysis 1 Econometric reviews 1 Journal of Multivariate Analysis 1 MPRA Paper 1 Natural Hazards 1 Statistical Applications in Genetics and Molecular Biology 1 Statistical Inference for Stochastic Processes 1 TEST: An Official Journal of the Spanish Society of Statistics and Operations Research 1 WWZ Working Paper 1 WWZ working paper 1
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Source
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RePEc 14 ECONIS (ZBW) 2 EconStor 1
Showing 11 - 17 of 17
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Sequential change-point detection for mixing random sequences under composite hypotheses
Brodsky, Boris; Darkhovsky, Boris - In: Statistical Inference for Stochastic Processes 11 (2008) 1, pp. 35-54
Persistent link: https://www.econbiz.de/10005169138
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A Bayes Regression Approach to Array-CGH Data
Wen, Chi-Chung; Wu, Yuh-Jenn; Huang, Yung-Hsiang; Chen, … - In: Statistical Applications in Genetics and Molecular Biology 5 (2007) 1, pp. 3-3
This paper develops a Bayes regression model having change points for the analysis of array-CGH data by utilizing not only the underlying spatial structure of the genomic alterations but also the observation that the noise associated with the ratio of the fluorescence intensities is bigger when...
Persistent link: https://www.econbiz.de/10005246479
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Analysis of a change-point regression problem in quality control by partial sums processes and Kolmogorov type tests
Bischoff, Wolfgang; Hashorva, Enkelejd; Hüsler, Jürg; … - In: Metrika 62 (2005) 1, pp. 85-98
Persistent link: https://www.econbiz.de/10005375797
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Weak convergence of the sequential empirical processes of residuals in ARMA models
Bai, Jushan - Volkswirtschaftliche Fakultät, … - 1991
time series models. An application to a change-point problem is considered. …
Persistent link: https://www.econbiz.de/10009251535
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Asymptotically Optimal Tests and Optimal Designs for Testing the Mean in Regression Models with Applications to Change-Point Problems
Bischoff, Wolfgang; Miller, Frank - In: Annals of the Institute of Statistical Mathematics 52 (2000) 4, pp. 658-679
Persistent link: https://www.econbiz.de/10005616101
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Statistical Analysis of Temporal Variations of Seismicity Level in Some Italian Regions
Rotondi, Renata - In: Natural Hazards 19 (1999) 2, pp. 139-150
Rotondi and Pagliano considered the problem of identifying periods with different seismicity levels as a multiple-changepoint problem: after having estimated the complete part of the historical catalog related to a seismic source zone, inference was made about the number and the location of k...
Persistent link: https://www.econbiz.de/10010995568
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A simple and effective scanning rule for a multi-channel system
Dragalin, Vladimir - In: Metrika 43 (1996) 1, pp. 165-182
Persistent link: https://www.econbiz.de/10005756420
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