Pages that link to "Item:Q3489231"
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The following pages link to THE SIGN TEST FOR STOCHASTIC PROCESSES (Q3489231):
Displaying 9 items.
- Simplified simplicial depth for regression and autoregressive growth processes (Q254935) (← links)
- Outlier detection tests based on martingale estimating equations for stochastic processes (Q1343589) (← links)
- On nonparametric sign procedures for autoregression models (Q1894111) (← links)
- Analysis of crack growth with robust, distribution-free estimators and tests for non-stationary autoregressive processes (Q2442687) (← links)
- Tests based on simplicial depth for AR(1) models with explosion (Q2830680) (← links)
- (Q3707216) (← links)
- A Ratio Criterion for Signing the Effects of an Increase in Uncertainty (Q4729588) (← links)
- The Sign Test for Interval-Valued Data (Q5348625) (← links)
- An invariant sign test for random walks based on recursive median adjustment (Q5942682) (← links)