Pages that link to "Item:Q5248901"
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The following pages link to Dependent functional linear models with applications to monitoring structural change (Q5248901):
Displaying 14 items.
- Efficiency in multivariate functional nonparametric models with autoregressive errors (Q272071) (← links)
- Sequential change point test in the presence of outliers: the density power divergence based approach (Q2044423) (← links)
- On functional data analysis and related topics (Q2078520) (← links)
- Change point analysis of covariance functions: a weighted cumulative sum approach (Q2078538) (← links)
- Limit results for \(L^p\) functionals of weighted CUSUM processes (Q2087065) (← links)
- Sequential monitoring for changes from stationarity to mild non-stationarity (Q2295810) (← links)
- A new approach for open‐end sequential change point monitoring (Q4997687) (← links)
- SEQUENTIAL MONITORING OF CHANGES IN DYNAMIC LINEAR MODELS, APPLIED TO THE U.S. HOUSING MARKET (Q5071683) (← links)
- Break point detection for functional covariance (Q6073412) (← links)
- Testing for changes in linear models using weighted residuals (Q6074726) (← links)
- Factor models for high‐dimensional functional time series I: Representation results (Q6135371) (← links)
- Testing Stability in Functional Event Observations with an Application to IPO Performance (Q6190737) (← links)
- Estimation and inference for functional linear regression models with partially varying regression coefficients (Q6541575) (← links)
- A New Class of Change Point Test Statistics of Rényi Type (Q6626332) (← links)
