-
1
-
-
18044401122
-
Permutation tests for change point analysis
-
Antoch J., and Hušková M. Permutation tests for change point analysis. Statist. Probab. Lett. 53 (2001) 37-46
-
(2001)
Statist. Probab. Lett.
, vol.53
, pp. 37-46
-
-
Antoch, J.1
Hušková, M.2
-
2
-
-
0031570181
-
Effect of dependence on statistics for determination of change
-
Antoch J., Hušková M., and Prášková Z. Effect of dependence on statistics for determination of change. J. Statist. Plann. Inference 60 (1997) 291-310
-
(1997)
J. Statist. Plann. Inference
, vol.60
, pp. 291-310
-
-
Antoch, J.1
Hušková, M.2
Prášková, Z.3
-
7
-
-
0000587528
-
Approximations to permutation and exchangeable processes
-
Einmahl U., and Mason D.M. Approximations to permutation and exchangeable processes. J. Theoret. Probab. 5 (1992) 101-126
-
(1992)
J. Theoret. Probab.
, vol.5
, pp. 101-126
-
-
Einmahl, U.1
Mason, D.M.2
-
8
-
-
9844249669
-
Detection of changes in linear sequences
-
Horváth L. Detection of changes in linear sequences. Ann. Inst. Statist. Math. 49 (1997) 271-283
-
(1997)
Ann. Inst. Statist. Math.
, vol.49
, pp. 271-283
-
-
Horváth, L.1
-
9
-
-
27944501773
-
Permutation principle and bootstrap in change point analysis
-
Hušková M. Permutation principle and bootstrap in change point analysis. Fields Inst. Commun. 44 (2004) 273-291
-
(2004)
Fields Inst. Commun.
, vol.44
, pp. 273-291
-
-
Hušková, M.1
-
10
-
-
33947288325
-
-
Kirch, C., 2006a. Resampling methods for the change analysis of dependent data. Ph.D. Thesis, University of Cologne, Cologne. 〈http://kups.ub.uni-koeln.de/volltexte/2006/1795/〉.
-
-
-
-
11
-
-
33947287694
-
-
Kirch, C., 2006b. Simulation study of the block permutation method as well as frequency permutation method for the change analysis of dependent data. University of Cologne, p. 109. 〈http://www.mi.uni-koeln.de/∼jost/simulations.pdf〉.
-
-
-
-
12
-
-
26044434870
-
Permutation principles for the change analysis of stochastic processes under strong invariance
-
Kirch C., and Steinebach J. Permutation principles for the change analysis of stochastic processes under strong invariance. J. Comput. Appl. Math. 186 (2006) 64-88
-
(2006)
J. Comput. Appl. Math.
, vol.186
, pp. 64-88
-
-
Kirch, C.1
Steinebach, J.2
-
14
-
-
0001624219
-
Asymptotics for linear processes
-
Phillips P.C.B., and Solo V. Asymptotics for linear processes. Ann. Statist. 20 (1992) 971-1001
-
(1992)
Ann. Statist.
, vol.20
, pp. 971-1001
-
-
Phillips, P.C.B.1
Solo, V.2
-
15
-
-
0001837443
-
A circular block-resampling procedure for stationary data
-
LePage R., and Billard L. (Eds), Wiley, New York
-
Politis D.N., and Romano J.P. A circular block-resampling procedure for stationary data. In: LePage R., and Billard L. (Eds). Exploring the Limits of Bootstrap (1992), Wiley, New York 263-270
-
(1992)
Exploring the Limits of Bootstrap
, pp. 263-270
-
-
Politis, D.N.1
Romano, J.P.2
-
16
-
-
0040704195
-
n under moment restrictions
-
n under moment restrictions. Ann. Math. Statist. 41 (1970) 1235-1248
-
(1970)
Ann. Math. Statist.
, vol.41
, pp. 1235-1248
-
-
Serfling, R.J.1
-
17
-
-
0000860406
-
Conditions for linear processes to be strong-mixing
-
Withers C.S. Conditions for linear processes to be strong-mixing. Z. Wahrsch. verw. Geb. 57 (1981) 477-480
-
(1981)
Z. Wahrsch. verw. Geb.
, vol.57
, pp. 477-480
-
-
Withers, C.S.1
-
18
-
-
0001989024
-
Moment bounds for stationary mixing sequences
-
Yokoyama R. Moment bounds for stationary mixing sequences. Z. Wahrsch. verw. Geb. 52 (1980) 45-57
-
(1980)
Z. Wahrsch. verw. Geb.
, vol.52
, pp. 45-57
-
-
Yokoyama, R.1
|