The following pages link to (Q3580538):
Displaying 9 items.
- Testing for changes in polynomial regression (Q1002544) (← links)
- Tests for structural break in quantile regressions (Q1633260) (← links)
- Application of the bootstrap method for change points analysis in generalized linear models (Q2329867) (← links)
- Confidence estimation via the parametric bootstrap in logistic joinpoint regression (Q2390475) (← links)
- \(M\)-procedures for detection of a change under weak dependence (Q2448799) (← links)
- On the detection of changes in autoregressive time series. II: Resampling procedures (Q2480024) (← links)
- Parameter instability in quantile regression (Q4970897) (← links)
- A multi-scale approach for testing and detecting peaks in time series (Q4999853) (← links)
- Changepoint Detection in the Presence of Outliers (Q5229902) (← links)