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Showing 1 to 2 of 2 for “"Change Point Test"”.
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Quantile Inference and Change Point Test under Time Series Non-stationarity
… the methodologies for quantile inference and change point test under time series non-stationarity. The first part of the thesis considers the simultaneous or functional inference of time-varying quantile curves for a class of non-stationary and long memory time series. New uniform Bahadur …
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High-dimensional change point detection for mean and location parameters
Change point inference refers to detection of structural breaks of a sequence observation, which may have one or more distributional shifts subject to models such as mean or covariance changes. In this dissertation, we consider the offline multiple change point problem that the sample size is fixed …