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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
ArXiv (abs)PDFHTML

Papers citing "A Robust Method for Shift Detection in Time Series"

6 / 6 papers shown
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 BootstrapStatistical Papers (SP), 2022
L. Wegner
Martin Wendler
307
14
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
230
7
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 dataActa Mathematica Hungarica (Acta Math. Hung.), 2020
H. Dehling
D. Giraudo
O. Sharipov
225
0
0
13 Jun 2020
Change-point detection based on weighted two-sample U-statistics
Change-point detection based on weighted two-sample U-statisticsElectronic Journal of Statistics (EJS), 2020
H. Dehling
Kata Vuk
Martin Wendler
361
13
0
27 Mar 2020
Robust change point tests by bounded transformations
Robust change point tests by bounded transformations
A. Dürre
R. Fried
162
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
204
25
0
06 Aug 2018
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