Pages that link to "Item:Q3518364"
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The following pages link to On the Performance of the Fluctuation Test for Structural Change (Q3518364):
Displaying 14 items.
- Delay times of sequential procedures for multiple time series regression models (Q302113) (← links)
- On the reaction time of moving sum detectors (Q433744) (← links)
- Modified sequential change point procedures based on estimating functions (Q1753154) (← links)
- Extreme value distribution of a recursive-type detector in linear model (Q2271708) (← links)
- Monitoring parameter changes in models with a trend (Q2301122) (← links)
- Monitoring parameter changes in RCA(\(p\)) models (Q2513794) (← links)
- Sequential Monitoring for Changes in Models with a Polynomial Trend (Q2809595) (← links)
- Bootstrap Procedures for Online Monitoring of Changes in Autoregressive Models (Q2821014) (← links)
- Sequential Change-Point Detection in State-Space Models (Q2888569) (← links)
- Sequential Detection of Change-Points in Linear Models (Q3630053) (← links)
- A new approach for open‐end sequential change point monitoring (Q4997687) (← links)
- Delay time in monitoring jump changes in linear models (Q5299460) (← links)
- On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests (Q5864375) (← links)
- A communication-efficient, online changepoint detection method for monitoring distributed sensor networks (Q6570342) (← links)