Pages that link to "Item:Q3920395"
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The following pages link to Crossing probabilities for a square root boundary by a bessel process (Q3920395):
Displaying 38 items.
- \(\phi\)-divergence based procedure for parametric change-point problems (Q267862) (← links)
- Change-point analysis in increasing dimension (Q444964) (← links)
- The supremum of chi-square processes (Q479180) (← links)
- Data driven rank test for the change point problem (Q745504) (← links)
- Lie symmetries methods in boundary crossing problems for diffusion processes (Q829565) (← links)
- A nonparametric repeated significance test with adaptive target sample size (Q866633) (← links)
- Boundary-crossing identities for diffusions having the time-inversion property (Q966509) (← links)
- Likelihood ratio tests for multiple structural changes (Q1298460) (← links)
- Limit theorems for change in linear regression (Q1323141) (← links)
- Incomplete multiresponse designs and surrogate endpoints in clinical trials (Q1338364) (← links)
- Further studies on square-root boundaries for Bessel processes (Q1663749) (← links)
- Stochastic dominance via quantile regression with applications to investigate arbitrage opportunity and market efficiency (Q1753612) (← links)
- Multiple comparisons in interim analysis. (Q1818595) (← links)
- On hitting times of affine boundaries by reflecting Brownian motion and Bessel processes (Q1945282) (← links)
- Adaptive quantile computation for Brownian bridge in change-point analysis (Q2072415) (← links)
- High excursions of Bessel and related random processes (Q2186651) (← links)
- High excursions of Bessel process and other processes of Bessel type (Q2279769) (← links)
- Union-intersection principle and constrained statistical inference (Q2382896) (← links)
- Burden of bioinformatics in medical research: statistical perspectives and controversies (Q2475731) (← links)
- Computation of the distribution of the maximum of stationary Gaussian processes (Q2513652) (← links)
- Chi-square processes for gene mapping in a population with family structure (Q2633426) (← links)
- The intermediates take it all: Asymptotics of higher criticism statistics and a powerful alternative based on equal local levels (Q2938313) (← links)
- ANOTHER NUMERICAL METHOD OF FINDING CRITICAL VALUES FOR THE ANDREWS STABILITY TEST (Q3224043) (← links)
- Nonparametric testing against restricted alternatives under progessive censoring (Q3704739) (← links)
- LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES (Q4319842) (← links)
- Estimation of the Asymptotic Variance in the CLT for Markov Chains (Q4431305) (← links)
- CRITICAL VALUES AND P VALUES OF BESSEL PROCESS DISTRIBUTIONS: COMPUTATION AND APPLICATION TO STRUCTURAL BREAK TESTS (Q4562551) (← links)
- A Repeated Significance Test for Distributions with Heavy Tails (Q4678863) (← links)
- The weighted sequential likelihood ratio (Q4715850) (← links)
- Repeated significance tests for stationary arm processes (Q4721461) (← links)
- REPEATED SIGNIFICANCE TESTS IN FREQUENCY AND TIME DOMAINS* (Q4804481) (← links)
- Detecting parameter shift in garch models (Q4853099) (← links)
- Anomalous diffusion: fractional Brownian motion vs fractional Ito motion (Q5049708) (← links)
- Numerical bounds for the distributions of the maxima of some one- and two-parameter Gaussian processes (Q5475394) (← links)
- Estimating the locations and number of change points by the sample-splitting method (Q5928227) (← links)
- Structural change tests under regression misspecifications. (Q5940800) (← links)
- Square-root boundaries for Bessel processes and the hitting times of radial Ornstein-Uhlenbeck processes (Q6039593) (← links)
- Sequential detection of common transient signals in high dimensional data stream (Q6051585) (← links)
