The following pages link to (Q4348180):
Displaying 50 items.
- On the supremum of a Brownian bridge standardized by its maximizing point with applications to statistics (Q1698248) (← links)
- Asymptotic normality and parameter change test for bivariate Poisson INGARCH models (Q1708361) (← links)
- Diagnostic check for heavy tail in linear time series (Q1731253) (← links)
- Asymptotic distribution-free change-point detection for multivariate and non-Euclidean data (Q1731762) (← links)
- Entropy-based inhomogeneity detection in fiber materials (Q1739338) (← links)
- Detecting changes in linear regression models with skew normal errors (Q1743321) (← links)
- Testing for common breaks in a multiple equations system (Q1745616) (← links)
- Change point detection in network models: preferential attachment and long range dependence (Q1751962) (← links)
- A tail adaptive approach for change point detection (Q1755109) (← links)
- A semiparametric maximum likelihood ratio test for the change point in copula models (Q1756184) (← links)
- Testing for parameter constancy in GARCH\((p,q)\) models (Q1767739) (← links)
- Delay time in sequential detection of change (Q1771296) (← links)
- Detection of structural changes in generalized linear models (Q1771469) (← links)
- Multiple change-point detection: a selective overview (Q1790375) (← links)
- Change-point detection in multinomial data with a large number of categories (Q1800792) (← links)
- Empirical process of the squared residuals of an ARCH sequence (Q1848867) (← links)
- The likelihood ratio method for testing changes in the parameters of double exponential observations (Q1869130) (← links)
- Strong approximation for RCA(1) time series with applications (Q1881237) (← links)
- On the cusum of squares test for variance change in nonstationary and nonparametric time series models (Q1881411) (← links)
- Hölder norm test statistics for epidemic change (Q1888308) (← links)
- Change point analysis for censored data (Q1888861) (← links)
- Monitoring changes in linear models (Q1888862) (← links)
- Darling-Erdős limit results for change-point detection in panel data (Q1937207) (← links)
- Inference for modulated stationary processes (Q1940756) (← links)
- Test for autocorrelation change in discretely observed Ornstein-Uhlenbeck processes driven by Lévy processes (Q1945501) (← links)
- Monitoring changes in the error distribution of autoregressive models based on Fourier methods (Q1946878) (← links)
- A wavelet-based approach for detecting changes in second order structure within nonstationary time series (Q1951153) (← links)
- Exponential bounds for minimum contrast estimators (Q1951999) (← links)
- Testing the structural stability of temporally dependent functional observations and application to climate projections (Q1952249) (← links)
- Dependent functional data (Q1952694) (← links)
- The limit distribution of the maximum increment of a random walk with dependent regularly varying jump sizes (Q1955845) (← links)
- Randomised pseudolikelihood ratio change point estimator in GARCH models (Q1983368) (← links)
- Estimation of a level shift in panel data with fractionally integrated errors (Q1984471) (← links)
- Multiple change-points detection by empirical Bayesian information criteria and Gibbs sampling induced stochastic search (Q1984867) (← links)
- Measuring and testing for interval quantile dependence (Q1991673) (← links)
- Asymptotic properties of \(M\)-estimators based on estimating equations and censored data in semi-parametric models with multiple change points (Q1996305) (← links)
- Fréchet change-point detection (Q1996771) (← links)
- Testing constancy in varying coefficient models (Q2024439) (← links)
- Minimax rates in sparse, high-dimensional change point detection (Q2039806) (← links)
- On the law of the iterated logarithm and strong invariance principles in stochastic geometry (Q2040086) (← links)
- Stein's method of exchangeable pairs in multivariate functional approximations (Q2042859) (← links)
- Nonparametric sequential change-point detection for multivariate time series based on empirical distribution functions (Q2044321) (← links)
- Open-end nonparametric sequential change-point detection based on the retrospective CUSUM statistic (Q2044378) (← links)
- Sequential change point test in the presence of outliers: the density power divergence based approach (Q2044423) (← links)
- Sequential change-point detection in a multinomial logistic regression model (Q2053415) (← links)
- High dimensional change point inference: recent developments and extensions (Q2062782) (← links)
- Adaptive quantile computation for Brownian bridge in change-point analysis (Q2072415) (← links)
- The CUSUM statistic of change point under NA sequences (Q2076705) (← links)
- Modeling and inference for multivariate time series of counts based on the INGARCH scheme (Q2084059) (← links)
- Limit results for \(L^p\) functionals of weighted CUSUM processes (Q2087065) (← links)
