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A Robust Method for Shift Detection in Time Series
v1v2 (latest)

A Robust Method for Shift Detection in Time Series

10 June 2015
H. Dehling
R. Fried
Martin Wendler
    TTA
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Papers citing "A Robust Method for Shift Detection in Time Series"

6 / 6 papers shown
Title
Robust Change-Point Detection for Functional Time Series Based on
  $U$-Statistics and Dependent Wild Bootstrap
Robust Change-Point Detection for Functional Time Series Based on UUU-Statistics and Dependent Wild Bootstrap
L. Wegner
Martin Wendler
24
11
0
03 Jun 2022
Detecting changes in the trend function of heteroscedastic time series
Detecting changes in the trend function of heteroscedastic time series
S. Schmidt
42
4
0
20 Aug 2021
Convergence of the empirical two-sample $U$-statistics with
  $β$-mixing data
Convergence of the empirical two-sample UUU-statistics with βββ-mixing data
H. Dehling
D. Giraudo
O. Sharipov
48
0
0
13 Jun 2020
Change-point detection based on weighted two-sample U-statistics
Change-point detection based on weighted two-sample U-statistics
H. Dehling
Kata Vuk
Martin Wendler
27
9
0
27 Mar 2020
Robust change point tests by bounded transformations
Robust change point tests by bounded transformations
A. Dürre
R. Fried
17
2
0
15 May 2019
Nuisance Parameters Free Changepoint Detection in Non-stationary Series
Nuisance Parameters Free Changepoint Detection in Non-stationary Series
M. Pešta
Martin Wendler
23
25
0
06 Aug 2018
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