Pages that link to "Item:Q1370546"
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The following pages link to Detection of changes in linear sequences (Q1370546):
Displaying 24 items.
- Testing for change-points in long-range dependent time series by means of a self-normalized Wilcoxon test (Q135901) (← links)
- Detecting changes in functional linear models (Q444989) (← links)
- Change-point detection in the marginal distribution of a linear process (Q502846) (← links)
- Sequential testing of gradual changes in the drift of a stochastic process (Q538120) (← links)
- Testing for changes in the mean or variance of long memory processes (Q627588) (← links)
- TFT-bootstrap: resampling time series in the frequency domain to obtain replicates in the time domain (Q638798) (← links)
- Detecting linear sequences and subsequences (Q928897) (← links)
- Data line change detection with application to Mud logging data processing (Q970985) (← links)
- Testing for changes in the covariance structure of linear processes (Q1011543) (← links)
- Change-point in the mean of dependent observations (Q1305227) (← links)
- Testing and estimating in the change-point problem of the spectral function (Q1324835) (← links)
- Optimal change point detection in Gaussian processes (Q1681057) (← links)
- Delay time in sequential detection of change (Q1771296) (← links)
- A functional central limit theorem for regression models (Q1807139) (← links)
- Residual partial sum limit process for regression models with applications to detecting parameter changes at unknown times (Q1822870) (← links)
- On a test statistic for linear trend (Q1880892) (← links)
- Strong approximation for RCA(1) time series with applications (Q1881237) (← links)
- Monitoring parameter changes in models with a trend (Q2301122) (← links)
- Block permutation principles for the change analysis of dependent data (Q2455733) (← links)
- Testing for parameter stability in \(RCA(1)\) time series (Q2498758) (← links)
- Some remarks on the testing of smooth changes in the linear drift of a stochastic process (Q2740459) (← links)
- Empirical likelihood approach for change-point estimation based on residuals in piecewise linear models (Q5079948) (← links)
- Testing for changes in the mean or variance of a stochastic process under weak invariance (Q5928941) (← links)
- An estimator of the number of change points based on a weak invariance principle (Q5933615) (← links)
