Pages that link to "Item:Q1019482"
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The following pages link to Monitoring shifts in mean: asymptotic normality of stopping times (Q1019482):
Displaying 14 items.
- Delay times of sequential procedures for multiple time series regression models (Q302113) (← links)
- Asymptotic distribution of the delay time in Page's sequential procedure (Q393539) (← links)
- Sequential detection of a change in a normal mean when the initial value is unknown (Q808596) (← links)
- Truncated sequential change-point detection based on renewal counting processes. II (Q1011531) (← links)
- Delay time in sequential detection of change (Q1771296) (← links)
- Inference for modulated stationary processes (Q1940756) (← links)
- Asymptotic delay times of sequential tests based on \(U\)-statistics for early and late change points (Q2156812) (← links)
- Extreme value distribution of a recursive-type detector in linear model (Q2271708) (← links)
- Monitoring parameter changes in models with a trend (Q2301122) (← links)
- Extensions of some classical methods in change point analysis (Q2513925) (← links)
- Structural breaks in time series (Q2852477) (← links)
- Sequentiel testing for the stability of high-frequency portfolio betas (Q2909249) (← links)
- Monitoring Variance Change in Infinite Order Moving Average Processes and Nonstationary Autoregressive Processes (Q3006261) (← links)
- Delay time in monitoring jump changes in linear models (Q5299460) (← links)
