Pages that link to "Item:Q1764213"
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The following pages link to Sequential control of time series by functionals of kernel-weighted empirical processes under local alternatives (Q1764213):
Displaying 9 items.
- Two tests for sequential detection of a change-point in a nonlinear model (Q394776) (← links)
- On the distribution of the clipping median under a mixture model (Q1767744) (← links)
- Optimal sequential kernel detection for dependent processes (Q1779801) (← links)
- Weighted Dickey-Fuller processes for detecting stationarity (Q2455422) (← links)
- Monitoring procedures to detect unit roots and stationarity (Q2886978) (← links)
- A binary control chart to detect small jumps (Q3396489) (← links)
- Sequential Data-Adaptive Bandwidth Selection by Cross-Validation for Nonparametric Prediction (Q4905914) (← links)
- Sequential Estimation and Control of Time-Varying Unit Root Processes with an Application to S&P Stock Price (Q5389554) (← links)
- Random Walks with Drift – A Sequential Approach (Q5487369) (← links)
