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Statistics Theory authors/titles Sep 2013arXiv
arxiv.org
Authors: Philip Preuß, Ruprecht Puchstein, Holger Dette. Subjects: Statistics Theory (math.ST). [9] arXiv: [pdf, other]. Title: Testing for a δ ... Authors: Philip Preuß, Ruprecht Puchstein, Holger Dette. Subjects: Statistics Theory (math.ST). [9] arXiv: [pdf, other]. Title: Testing for a δ ...
A Complete Bibliography of The Journal of the American ...The Netlib
netlib.org
von NHF Beebe · — Philip Preuss, Ruprecht Puchstein, and Holger Dette. Detection of multiple structural breaks in multivariate time series. Jour- nal of the American ... von NHF Beebe · — Philip Preuss, Ruprecht Puchstein, and Holger Dette. Detection of multiple structural breaks in multivariate time series. Jour- nal of the American ...
Testing for stationarity in multivariate locally stationary ...arXiv
arxiv.org
von R Puchstein · · Zitiert von: 14 — Title:Testing for stationarity in multivariate locally stationary processes. Authors:Ruprecht Puchstein, Philip Preuß. View a PDF of the paper ... von R Puchstein · · Zitiert von: 14 — Title:Testing for stationarity in multivariate locally stationary processes. Authors:Ruprecht Puchstein, Philip Preuß. View a PDF of the paper ...
A Complete Bibliography of the Journal of Time Series ...The Netlib
netlib.org
von NHF Beebe · — Ruprecht Puchstein and Philip Preuß. Testing for stationarity in multivariate locally stationary processes. Journal of Time Series. Analysis, 37(1):3– von NHF Beebe · — Ruprecht Puchstein and Philip Preuß. Testing for stationarity in multivariate locally stationary processes. Journal of Time Series. Analysis, 37(1):3–
Bayesian Model Selection Approach to Boundary ...eScholarship
escholarship.org
von F Jiang · · Zitiert von: 1 — [18] Philip Preuss, Ruprecht Puchstein, and Holger Dette,. “Detection of multiple structural breaks in multivariate time series,” Journal of the American ... von F Jiang · · Zitiert von: 1 — [18] Philip Preuss, Ruprecht Puchstein, and Holger Dette,. “Detection of multiple structural breaks in multivariate time series,” Journal of the American ...
Change-Point Detection in an AR(1) Process via the Cross- ...Macquarie University
figshare.mq.edu.au
von L Ma · — [35] Philip Preuss, Ruprecht Puchstein, and Holger Dette. Detection of multiple structural breaks in multivariate time series. Journal of the American ... von L Ma · — [35] Philip Preuss, Ruprecht Puchstein, and Holger Dette. Detection of multiple structural breaks in multivariate time series. Journal of the American ...
Cho, H., & Kirch, C. (2021). Data segmentation algorithmsBris.ac.uk
research-information.bris.ac.uk
von H Cho · · Zitiert von: 38 — Palgrave Handbook of Econometrics, 1:278–352, [119] Philip Preuss, Ruprecht Puchstein, and Holger Dette. Detection of multiple structural ... von H Cho · · Zitiert von: 38 — Palgrave Handbook of Econometrics, 1:278–352, [119] Philip Preuss, Ruprecht Puchstein, and Holger Dette. Detection of multiple structural ...
Unsupervised interaction-preserving discretization of ...ACM Digital Library
dl.acm.org
von HV Nguyen · · Zitiert von: 41 — Philip Preuß HD Ruprecht Puchstein (2013) Detection of multiple structural breaks in multivariate time series. arXiv: v1.Google ... von HV Nguyen · · Zitiert von: 41 — Philip Preuß HD Ruprecht Puchstein (2013) Detection of multiple structural breaks in multivariate time series. arXiv: v1.Google ...
Unsupervised interaction-preserving discretization of ...fortiss
eda.rg.cispa.io
von HV Nguyen · · Zitiert von: 41 — Philip Preuß HD Ruprecht Puchstein (2013) Detection of multiple structural breaks in multivariate time series. arXiv: v1. Rao M, Seth S, Xu JW, Chen ... von HV Nguyen · · Zitiert von: 41 — Philip Preuß HD Ruprecht Puchstein (2013) Detection of multiple structural breaks in multivariate time series. arXiv: v1. Rao M, Seth S, Xu JW, Chen ...
Vignette: Grammar of graphics of genealogy (ggenealogy)kt NexR
cran.nexr.com
Ruprecht Puchstein. Jiawei Yao. Andreas Knoch. Lu Gan. Peter Bubeliny. Tanina Foster. Qian Fan. Shan Yang. Maria Elena Rivera Mancia. Valerie Pare. Netsanet ... Ruprecht Puchstein. Jiawei Yao. Andreas Knoch. Lu Gan. Peter Bubeliny. Tanina Foster. Qian Fan. Shan Yang. Maria Elena Rivera Mancia. Valerie Pare. Netsanet ...
applications of graph theory and machine learning in time ...Research Explorer The University of Manchester
research.manchester.ac.uk
— [71] Philip Preuss, Ruprecht Puchstein, and Holger Dette. Detection of multi- ple structural breaks in multivariate time series. Journal of — [71] Philip Preuss, Ruprecht Puchstein, and Holger Dette. Detection of multi- ple structural breaks in multivariate time series. Journal of ...
Search | arXiv e-print repository
arxiv.org
Testing for stationarity in multivariate locally stationary processes. Authors: Ruprecht Puchstein, Philip Preuß. Abstract: In this paper we propose a nonparametric procedure for validating the assumption of stationarity in multivariate locally stationary time series models. We develop a bootstrap assisted test based on a ...
Testing for Stationarity in Multivariate Locally Stationary Processes...
papers.ssrn.com
In this article, we propose a nonparametric procedure for validating the assumption of stationarity in multivariate locally stationary time series models. We de
Puchstein, Ruprecht [WorldCat Identities]
worldcat.org
Most widely held works by Ruprecht Puchstein. Detection of multiple structural breaks in multivariate time series by Holger Dette( ) › viaf
Journal of Time Series Analysis: Vol 37, No 1 - Wiley Online Library
onlinelibrary.wiley.com
Ruprecht Puchstein, Philip Preuß,. Pages: 3-29; First Published: 14 May Abstract · Full text · PDF · References · Request permissions · xml. › toc
A Complete Bibliography of The Journal of the American ...The University of Utah
ftp.math.utah.edu
von NHF Beebe · — Philip Preuss, Ruprecht Puchstein, and Holger Dette. Detection of multiple structural breaks in multivariate time series. Jour- nal of the ... von NHF Beebe · — Philip Preuss, Ruprecht Puchstein, and Holger Dette. Detection of multiple structural breaks in multivariate time series. Jour- nal of the ...
Statistics authors/titles Dec 2013
arxiv.org
NA). [38] arXiv: [pdf, ps, other]. Title: Testing for stationarity in multivariate locally stationary processes. Authors: Ruprecht Puchstein, Philip Preuß.
A MOSUM procedure for the estimation of multiple random ...OVGU
www.math.ovgu.de
von C Kirch · · Zitiert von: 18 — [38] Philip Preuß, Ruprecht Puchstein, and Holger Dette. Detection of multiple struc- tural breaks in multivariate time series. Journal of ... von C Kirch · · Zitiert von: 18 — [38] Philip Preuß, Ruprecht Puchstein, and Holger Dette. Detection of multiple struc- tural breaks in multivariate time series. Journal of ...
[ ] Detection of multiple structural breaks in multivariate...
arxiv.org
Authors:Philip Preuß, Ruprecht Puchstein, Holger Dette. (Submitted on 5 Sep 2013). Abstract: We propose a new nonparametric procedure for the detection and ...
A Complete Bibliography of the Journal of Time Series Analysis
ftp.math.utah.edu
von NHF Beebe · — Ruprecht Puchstein and Philip Preuß. Testing for stationarity in multivariate locally stationary processes. Journal of Time Series. › tex › bib › jtimeseranal
Bayesian Model Selection Approach to Multiple Change ...ACM Digital Library
dl.acm.org
von F Jiang · · Zitiert von: 1 — Philip Preuss, Ruprecht Puchstein, and Holger Dette Detection of multiple structural breaks in multivariate time series. Journal of ... von F Jiang · · Zitiert von: 1 — Philip Preuss, Ruprecht Puchstein, and Holger Dette Detection of multiple structural breaks in multivariate time series. Journal of ...
Mathematics authors/titles ( skipped)arXiv
arxiv.org
Authors: Philip Preuß, Ruprecht Puchstein, Holger Dette. Subjects: Statistics Theory (math.ST). [19918] arXiv: [pdf, ps, other]. Title: Excluding ... Authors: Philip Preuß, Ruprecht Puchstein, Holger Dette. Subjects: Statistics Theory (math.ST). [19918] arXiv: [pdf, ps, other]. Title: Excluding ...
A MOSUM procedure for the estimation of multiple random ...
www.imst1.ovgu.de
von C Kirch · · Zitiert von: 17 — [38] Philip Preuß, Ruprecht Puchstein, and Holger Dette. Detection of multiple struc- tural breaks in multivariate time series. › Preprints › preprint_...
Change Point Detection in Nonstationary Sub-Hourly Wind ...
gjharsha.github.io
von S Ariyarathne — [33] Philip Preuss, Ruprecht Puchstein, and Holger Dette. Detection of multiple struc- tural breaks in multivariate time series. › preprints › Ariyarathn...
Efficient search methods for high dimensional time-series
eprints.lancs.ac.uk
von L Bardwell · · Zitiert von: 2 — Philip Preuss, Ruprecht Puchstein, and Holger Dette. Detection of multiple structural breaks in multivariate time series. › document
Detection of multiple structural breaks in multivariate time series –...
www.scienceopen.com
Authors: Philip Preuß, Ruprecht Puchstein, Holger Dette. Publication date (Created): ArXiV ID: · Read Download. Download PDF · XML.
Statistical Inference for Complex Time Series DataEMS Press
www.ems-ph.org
Philip Preuß(joint with Ruprecht Puchstein, Holger Dette). Detection of multiple structural breaks in multivariate time series François ... Philip Preuß(joint with Ruprecht Puchstein, Holger Dette). Detection of multiple structural breaks in multivariate time series François ...
Zero‐Modified Geometric INAR(1) Process for Modelling Count ...期刊界
www.alljournals.cn
Ruprecht Puchstein,Philip Preuß.Testing for Stationarity in Multivariate Locally Stationary Processes[J].时间序列分析杂志,2016,37(1): [14]、, M. A. Al ... Ruprecht Puchstein,Philip Preuß.Testing for Stationarity in Multivariate Locally Stationary Processes[J].时间序列分析杂志,2016,37(1): [14]、, M. A. Al ...
Verwandte Suchanfragen zu Ruprecht Puchstein
| Philip Preuß Holger Dette Kirsten Schorning | Bettina Reuther Rose Keller Claudia Glockshuber | Dorothea Puchstein Christoph Puchstein |
Personen Vorname "Ruprecht" (342) Name "Puchstein" (43) |
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