Volume 61, Issue 4

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August 2020

Part 1: Special Issue on Change Point Detection (first 10 articles) Part 2: Regular Articles (last 11 articles)

Issue Editors:

Georgy Sofronov,
Martin Wendler,
Volkmar Liebscher

21 articles in this issue

Editorial for the special issue: Change point detection
Georgy Sofronov
Martin Wendler
Volkmar Liebscher
Preface 11 July 2020 Pages: 1347 - 1349
Change-point methods for multivariate time-series: paired vectorial observations
Zdeněk Hlávka
Marie Hušková
Simos G. Meintanis
Regular Article 28 April 2020 Pages: 1351 - 1383
Changepoint in dependent and non-stationary panels
Matúš Maciak
Michal Pešta
Barbora Peštová
Regular Article 24 May 2020 Pages: 1385 - 1407
Convergence of U-processes in Hölder spaces with application to robust detection of a changed segment
Alfredas Račkauskas
Martin Wendler
Regular Article Open access 29 January 2020 Pages: 1409 - 1435
Estimating change points in nonparametric time series regression models
Maria Mohr
Leonie Selk
Regular Article Open access 27 January 2020 Pages: 1437 - 1463
Change point detection for nonparametric regression under strongly mixing process
Qing Yang
Yu-Ning Li
Yi Zhang
Regular Article 09 July 2020 Pages: 1465 - 1506
Multiple change point detection and validation in autoregressive time series data
Lijing Ma
Andrew J. Grant
Georgy Sofronov
Regular Article Open access 13 July 2020 Pages: 1507 - 1528
On the problems of sequential statistical inference for Wiener processes with delayed observations
Pavel V. Gapeev
Regular Article Open access 03 June 2020 Pages: 1529 - 1544
Rationalization of detection of the multiple disorders
Krzysztof J. Szajowski
Regular Article Open access 21 March 2020 Pages: 1545 - 1563
Order patterns, their variation and change points in financial time series and Brownian motion
Christoph Bandt
Regular Article Open access 20 March 2020 Pages: 1565 - 1588
Conditional SIRS for nonparametric and semiparametric models by marginal empirical likelihood
Yi Chu
Lu Lin
Regular Article 15 March 2018 Pages: 1589 - 1606
An exponential inequality and its application to M estimators in multiple linear models
Xin Deng
Xuejun Wang
Regular Article 17 March 2018 Pages: 1607 - 1627
Optimal principal points estimators of multivariate distributions of location-scale and location-scale-rotation families
Shun Matsuura
Thaddeus Tarpey
Regular Article 20 March 2018 Pages: 1629 - 1643
Dynamic recursive tree-based partitioning for malignant melanoma identification in skin lesion dermoscopic images
Massimo Aria
Antonio D’Ambrosio
Valentina Cozza
Regular Article 27 March 2018 Pages: 1645 - 1661
Some convergence properties for partial sums of widely orthant dependent random variables and their statistical applications
Mengmei Xi
Rui Wang
Xuejun Wang
Regular Article 29 March 2018 Pages: 1663 - 1684
Cramér’s type results for some bootstrapped U-statistics
Sergio Alvarez-Andrade
Salim Bouzebda
Regular Article 09 April 2018 Pages: 1685 - 1699
Second-order matching prior family parametrized by sample size and matching probability
Toyoto Tanaka
Yoshihiro Hirose
Fumiyasu Komaki
Regular Article 18 April 2018 Pages: 1701 - 1717
Model averaging estimator in ridge regression and its large sample properties
Shangwei Zhao
Jun Liao
Dalei Yu
Regular Article 18 April 2018 Pages: 1719 - 1739
Random coefficient minification processes
Lengyi Han
W. John Braun
Jason Loeppky
Regular Article 23 April 2018 Pages: 1741 - 1762
New lower bound for Lee discrepancy of asymmetrical factorials
Liuping Hu
Kashinath Chatterjee
Zujun Ou
Regular Article 25 April 2018 Pages: 1763 - 1772
On the performance of weighted bootstrapped kernel deconvolution density estimators
Ali Al-Sharadqah
Majid Mojirsheibani
William Pouliot
Regular Article 02 May 2018 Pages: 1773 - 1798

Volume 61, Issue 4

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