The following pages link to (Q4082864):
Displaying 50 items.
- On-line predictive linear regression (Q1018652) (← links)
- On the robust detection of edges in time series filtering (Q1020908) (← links)
- Estimating the functional form of road traffic maturity (Q1024046) (← links)
- The monitoring test for the stability of regression models with nonstationary regressors (Q1046290) (← links)
- Recursive stability analysis of linear regression relationships. An exploratory methodology (Q1051384) (← links)
- Linear unbiased approximators of the disturbances in the standard linear model (Q1059962) (← links)
- On the residuals of autoregressive processes and polynomial regression (Q1069631) (← links)
- Time-varying linear regression via flexible least squares (Q1116593) (← links)
- A new test for structural stability in the linear regression model (Q1118297) (← links)
- A nonparametric test for poolability using panel data (Q1126479) (← links)
- Testing for causality in real time (Q1126483) (← links)
- A test of a disequilibrium model (Q1142002) (← links)
- Recursive techniques for the construction of experimental designs (Q1148640) (← links)
- The covariance structure of sequential forecasts obtained by regression analysis (Q1162093) (← links)
- Tests for parameter changes at unknown times in linear regression models (Q1174646) (← links)
- Detecting shifts in functions of multivariate location and covariance parameters (Q1205461) (← links)
- Change in autoregressive processes (Q1208942) (← links)
- Testing for functional misspecification in regression analysis (Q1238385) (← links)
- Recursions for the two-stage least-squares estimators (Q1247154) (← links)
- Recursive mean adjustment in time-series inferences (Q1284588) (← links)
- Use of fuzzy statistical technique in change periods detection of nonlinear time series (Q1294296) (← links)
- Testing parameter constancy in linear models against stochastic stationary parameters (Q1298466) (← links)
- Recursive residuals in generalised linear models (Q1299496) (← links)
- Changes in the general linear model: A unified approach (Q1300832) (← links)
- Sources of nonmonotonic power when testing for a shift in mean of a dynamic time series (Q1305671) (← links)
- The CUSUM test based on least squares residuals in regressions with integrated variables (Q1311292) (← links)
- Dynamic linear models with Markov-switching (Q1318985) (← links)
- Limit theorems for change in linear regression (Q1323141) (← links)
- Testing the constancy of regression parameters against continuous structural change (Q1329130) (← links)
- A range-CUSUM test with recursive residuals (Q1331848) (← links)
- Adaptive and unbiased predictors in a change point regression model (Q1332876) (← links)
- Deciding between I(1) and I(0) (Q1341206) (← links)
- Changes in seasonal patterns. Are they cyclical? (Q1342433) (← links)
- Limit theorems for the union-intersection test (Q1347118) (← links)
- Time series segmentation: A sliding window approach (Q1357087) (← links)
- A Bayesian approach to model selection in stochastic coefficient regression models and structural time series models (Q1362024) (← links)
- Stability tests in error correction models (Q1377329) (← links)
- Tests for changes in models with a polynomial trend (Q1379916) (← links)
- The Kuznets hypothesis: An indirect test (Q1391654) (← links)
- A nonparametric test for the change of the density function in strong mixing processes. (Q1423041) (← links)
- Detecting periods in which a time series model fails to predict the observed volatility (Q1424645) (← links)
- Approximating the distribution of the maximum partial sum of normal deviates (Q1578215) (← links)
- Gradient-based structural change detection for nonstationary time series M-estimation (Q1650076) (← links)
- Sequential testing with uniformly distributed size (Q1669696) (← links)
- A residual-based multivariate constant correlation test (Q1669884) (← links)
- Testing for covariance stationarity in stock market data (Q1676731) (← links)
- Real-time monitoring test for realized volatility (Q1695554) (← links)
- International mobility of capital in the United States: robust evidence from time-series tests (Q1695677) (← links)
- Detecting changes in linear regression models with skew normal errors (Q1743321) (← links)
- Long memory versus structural breaks: an overview (Q1762969) (← links)
