Pages that link to "Item:Q3350581"
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The following pages link to On the distribution of the maximum of brownian bridges with application to regression with correlated errors (Q3350581):
Displaying 4 items.
- Abrupt change in mean using block bootstrap and avoiding variance estimation (Q1695533) (← links)
- Nuisance-parameter-free changepoint detection in non-stationary series (Q2195742) (← links)
- A month carlo approximation of the distributions of the maximum of various brownjan bridges (Q3473022) (← links)
- A permutation approach to goodness-of-fit testing in regression models (Q5880775) (← links)